@TheArtFidget Hi. Pencil2D is not installed “traditionally”. Pencil2D comes as a standalone, portable app.
What you download from the official website is a ZIP folder file which contains all the necessary files to run the application.
Since you mention you are using windows 10, please read this guide to learn in advance how to unblock, unzip, run and avoid further issues due to a recent enhancement of Windows OS security protocol systems (this will be of use even for other software, not only Pencil2D, as this problem has affected a lot of software vendors recently).