Solution: Follow the below steps.
Step 1: When you see installer integrity error\error loading file\common issue is incomplete download\damaged file while installing desktop app then delete the current file
Step 2: Download new desktop setup
Step 3: Exclude the setup file from Antivirus
Step 4: Right click on the Setup file > Properties > Unblock (as shown in the image). File is installed and desktop will open
> If resolved
>>Disposition: Desktop Trouble shooting - Desktop_app_setup