There is very little risk that anything will be wrong with the file that you download. However, if you are excessively cautious, you can check the integrity of the downloaded file by opening a Powershell window in the folder where you downloaded it, and running this command:
Get-FileHash 'AviSys Clements 2018 Taxonomy.exe'
Algorithm Hash --------- ---- SHA256 703BD82D81421348826239EBB4BFDC2B033F0FD1192D47512B13EE0817E83262
If you get this exact same Hash value, then you are assured that your downloaded file is a correct copy and has not been tampered with, infected, or corrupted. If you get any other hash value, something is wrong with your download, do not use it. This is highly unlikely though.