Try another browser: Edge and Internet Explorer come with Windows, Firefox and Chrome are free.
If that works, you can download, but you didn't yet solve the problem. That might be more difficult. Start with making a new (local) Windows account and try there with the same browser you used now (Edge? IE11?). What happens?
Today I tried teice to download files (I had set to Download to my Desktop), several times each. Nothing happened. The location in Settings is greyed out for each. Worked yesterday.