MFA and Powershell

Hi I got problem installing this app. When i double click on it it tells me this: 

PLATFORM VERSION INFO
Windows : 10.0.14393.0 (Win32NT)
Common Language Runtime : 4.0.30319.42000
System.Deployment.dll : 4.6.1586.0 built by: NETFXREL2
clr.dll : 4.6.1586.0 built by: NETFXREL2
dfdll.dll : 4.6.1586.0 built by: NETFXREL2
dfshim.dll : 10.0.14393.0 (rs1_release.160715-1616)

SOURCES
Deployment url : file:///C:/Users/j.cizek/Downloads/Microsoft.Online.CSE.PSModule.Client.application

IDENTITIES
Deployment Identity : Microsoft.Online.CSE.PSModule.Client.application, Version=16.0.1509.0, Culture=neutral, PublicKeyToken=c3bce3770c238a49, processorArchitecture=msil

APPLICATION SUMMARY
* Installable application.
* Trust url parameter is set.
ERROR SUMMARY
Below is a summary of the errors, details of these errors are listed later in the log.
* Activation of C:\Users\j.cizek\Downloads\Microsoft.Online.CSE.PSModule.Client.application resulted in exception. Following failure messages were detected:
+ Deployment and application do not have matching security zones.

COMPONENT STORE TRANSACTION FAILURE SUMMARY
No transaction error was detected.

WARNINGS
There were no warnings during this operation.

OPERATION PROGRESS STATUS
* [11.11.2016 17:27:14] : Activation of C:\Users\j.cizek\Downloads\Microsoft.Online.CSE.PSModule.Client.application has started.
* [11.11.2016 17:27:14] : Processing of deployment manifest has successfully completed.
* [11.11.2016 17:27:14] : Installation of the application has started.

ERROR DETAILS
Following errors were detected during this operation.
* [11.11.2016 17:27:14] System.Deployment.Application.InvalidDeploymentException (Zone)
- Deployment and application do not have matching security zones.
- Source: System.Deployment
- Stack trace:
at System.Deployment.Application.DownloadManager.DownloadApplicationManifest(AssemblyManifest deploymentManifest, String targetDir, Uri deploymentUri, IDownloadNotification notification, DownloadOptions options, Uri& appSourceUri, String& appManifestPath)
at System.Deployment.Application.ApplicationActivator.DownloadApplication(SubscriptionState subState, ActivationDescription actDesc, Int64 transactionId, TempDirectory& downloadTemp)
at System.Deployment.Application.ApplicationActivator.InstallApplication(SubscriptionState& subState, ActivationDescription actDesc)
at System.Deployment.Application.ApplicationActivator.PerformDeploymentActivation(Uri activationUri, Boolean isShortcut, String textualSubId, String deploymentProviderUrlFromExtension, BrowserSettings browserSettings, String& errorPageUrl)
at System.Deployment.Application.ApplicationActivator.ActivateDeploymentWorker(Object state)

COMPONENT STORE TRANSACTION DETAILS
No transaction information is available.

Do you know how to solve this?