I am going to have to agree with this. I am having the same issue. It is probably one of the weirdest installs I have done.
I get the github download link from Download SAFE’s latest versions
On the github page there is no README with no mention of prerequisites so one must assume it is ready to go.
Download and run install

Allow access through firewall

Then an admin popup asking if I want to allow this program to make changes on my device. I click Yes.
That’s it. It weirdly just jumps to the desktop screen. No questions of where I want to install the file nor asking permission about desktop shortcuts, add to start menu etc. No install succeeded, would you like to run the program etc.
I notice a desktop shortcut has been placed on the desktop. Double click that and nothing happens. Right-click to check file location. It is located in user/AppData/local/programs/safe-browser

I am on Windows 10 Home version 1903 OS build 18362.778. Intel(R) Core™ i3-4170 CPU @ 3.70GHz Installed RAM 4.00GB 64-Bit OS, x64-based processor
By “nothing happened”… there is no browser that opens, no screenshot possible as nothing opens. All I have is a desktop shortcut, start menu icon and a file location. When double-clicking on the desktop shortcut icon a loading circle shows up for a second or two but that’s it, no reaction. When I try to load from the Start Menu it does seem to think slightly longer but again no reaction.
I tried running the program as admin but no difference. I checked Event Viewer Administrative Events logs and this is the only warning that shows up when I try to run the browser, not sure if it relates. (sorry about the long line, I don’t know how to make paragraphs in preformatted text)
The propres à l’application permission settings do not grant Local Activation permission for the COM Server application with CLSID {2593F8B9-4EAF-457C-B68A-50F6B8EA6B54} and APPID {15C20B67-12E7-4BB6-92BB-7AFF07997402} to the user DESKTOP-QVC0DIV\USER SID (S-1-5-21-3273692350-2784694469-4056788777-1001) from address LocalHost (avec LRPC) running in the application container Non disponible SID (Non disponible). This security permission can be modified using the Component Services administrative tool.
I had a look at the Component Services tool but I have no idea how to work that nor what to look for.
Browser properties:

I am going to do this but if it is a prerequisite it should be stated on a README on the github download page. Again, the download is available to users on this forum via Download SAFE’s latest versions and the way it is presented it seems it should just work out of the box just like the mobile browser.