I assume you have downloaded the Arduino-1.8.12 folder from arduino.cc website.
Now, right click on this folder and select "Run as Administrator" option.
You will be asked " Do you want to allow this application to make changes in your PC", click on Yes
Then follow the simple instructions asked to download the Arduino software. Click on I Agree button.
Click on all the five check boxes i.e. Install Arduino Software, USB Driver, Start Menu Shortcut, Desktop shortcut, .ino files and then click on next.
The installation will take couple of minutes.
After that you will see Arduino shortcut on your desktop.
Double click to open it
Please go through the installation sheet in the link below and follow all the steps as given.(See page 2 for windows installation)