First, check if the file is downloaded completely or corrupted.
Then, check if the file name ends with '.exe'
To see that, in File Explorer, go to 'View' tab and select 'File Name Extensions'.
If not, rename the file's ending, type in '.exe', and select 'Yes'.
Finally, check if your Windows Defender or other Anti-virus software is blocking the modpack installer.
When you try to launch the installer for the first time, Windows may pop up a window saying it does not recognise the author of this program or something. Choose 'More Info', and select the option like 'I trust this author and wish to continue the install'.
Hope it helps.