@grant_and_lee 11.9 MB is too small, your download is not completing for some reason. It could be related to your antivirus as @JoseMoreno, or it could be related to your Internet. Try downloading the file from our mirror first and see if that gives you a larger, working zip file. It should be about 51 MB. Here’s the link for the 64 bit windows package:
https://bitbucket.org/chchwy/pencil2d/downloads/pencil2d-win64-0.6.2.zip
And here’s the 32 bit Windows package:
https://bitbucket.org/chchwy/pencil2d/downloads/pencil2d-win32-0.6.2.zip