HR works fine on all my W10 desktop and laptops. You definitely have to let it install at C:\ or you will have issues. Prior to W10, I could have HR under C:\Program Files.
Really? I've left HR, WinISD, etc., in the Download Folder like I've done since my first computer [Win95], though IIRC couldn't do it with MathCad 2k Pro.
Some antivirusses block it as it's not a signed app. You need to manually whitelist it in your virusscanner before it's availeble. How depends on your virusscanner.
After you download it and before you unzip it, right click the zip file and check its file properties to make sure it is not "blocked". Check the unblock checkbox and click okay if needed, then unzip to C:\Hornresp