The system or an anti-virus program probably dropped the .exe suffix from the file and so it doesn't understand that it is an executable. Normally you can't see the suffixes, so you wouldn't have noticed this.
Here are some instructions on how to solve this:
Open your Downloads folder in File Explorer and find the Sheet Music Now Viewer file.
Click on View and then check the box next to "File Name Extensions"
If the file doesn't have the .exe extension then right click->Rename and add it.
Add the extension and hit enter. You'll see this box:
The file should now look like this: