When you double-click on a file whose name ends in ".sky" in Windows Explorer, Windows tries to decide which program to run.
There might be some useful information about how to fix this on this page:
Sometimes it is also possible to fix the file association by right-clicking on a .sky file in Windows Explorer and choosing "Open With..." and then "Choose another app" and then choosing Skyline.
Are you able to launch Skyline using the Windows Start Menu?
When you launch Skyline from the Windows Start Menu, you can use the "Help > About" menu item to see which version you have installed.
When you use the "unplugged" installer, you download the .zip file, extract the contents and then run the setup.exe from the extracted folder.
The Skyline that gets installed remembers which folder it was installed from.
If you were to later delete the folder on your computer that Skyline was extracted from, then a few bad things will happen. When you start Skyline, you might see an error saying that Skyline failed to check for an update.
When you have installed the "unplugged" installer, Windows will use the word "downloading" when it describes the steps of the installation process, but what it is really doing is reading the folder that it found "setup.exe" in.
So, when Windows tells you "Cannot download the application", what it is really saying is that it can't read the files from the folder on your computer where it expects to find them.
I see that one of the errors that in the Word document in your initial post says:
Could not find a part of the path 'C:\Users\admin\Desktop\Skyline-64_22_2_0_312\Skyline-64_22_2_0_312\Skyline.application'
The error seems to be saying that the folder on your computer "C:\Users\admin\Desktop\Skyline-64_22_2_0_312\Skyline-64_22_2_0_312" no longer exists.
That error message is also talking about Skyline version "188.8.131.522", which is a fairly old version. Is that the same version of Skyline that you get when you launch Skyline from the Start Menu?
It is possible that you have more than one version of Skyline installed on your computer right now.
You can use the "Programs and Features" section to see a list of programs installed on your computer.
Could you maybe send us a screenshot of what the "Programs and Features" list in Control Panel looks like? That might give us another clue about what might be going wrong on your computer.