@Ken Greetings. Please read our Windows 10 third party app setup guide with general advice to better prepare your computer to run Pencil2D or any third party app you have due to security permissions issues that span from Win10.
Additionally make sure you are properly extracting the contents of the ZIP file as described in point 1 instead of trying to run Pencil2D directly from the ZIP file (which may be hard to notice since Windows treats zips as folders).
Also look into your antivirus rules as described in the guide in case Windows is trying to delete Pencil2D by force (which has never happened but it could happen)