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 2019 Taxonomy.exe'
Algorithm Hash --------- ---- SHA256 08EC970948102C1B8D826A740441A6067A08496C3DE71D72139841B8EEA995BE
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.
Note: you don't have to carefully verify every character in the Hash. If even the first few characters match, you are good. The hash will never be just a little bit off; if anything is wrong it will be way off.