Windows 10 won't allow installation of ccleaner cc569

Downloaded the free version of ccleaner v 569 and clicked to open the setup file. The open is intercepted by the Microsoft Store. A messages is provided, "Still want to install apps from outside Microsoft Store? See how". I get a message to Switch out of S mode, but there is another message that says, "Your device is not running in S mode." Any I can't seem to get past the Microsoft Store. Anyone else having this problem?

Look in windows 10 Start..Settings..Apps.

At the top of the page where is says 'Choose where to get apps'' what is listed in your little drop down box?

Does it say Anywhere or The Microsoft Store Only ?