This is because you set the security level of IE to "High", and it is forbidden to download files using IE. In IE window, select Menu Command Tools → Internet Options, select the security tab in the opened Internet Options dialog box, click the custom level button, and set the file download to enabled in the pop-up security settings dialog box.

Tools-> Internet Options-> Security-> Custom Level-> Download-> Enable.

Click "Download Link" on the Internet, and the "Security Warning" dialog box "Current security settings do not allow downloading this file" will pop up. I believe many people have encountered this kind of thing. What should we do at this time? Click Tools → Internet Options in IE browser, select the security tab in the Internet Properties dialog box, and select the custom level in the security level of this area to pop up the security settings dialog box. Pull down the scroll bar to find the download section, and select File Download and Font Download to enable.