Appium folders don't download with Appium Desktop install and setup

I downloaded appium desktop (appium-desktop-Setup-1.1.0-beta.4) at the offical appium site and double clicked to install and setup. It loaded on to pc with Windows 10, but it does not open for the user to set where it will be saved and load the appium files and folders. Although it loaded the server and user interface.

Can Appium investigate its downloads to determine if this is suppose to occur?