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Safari can't open the file "setup.exe" because no available application can open it.
MacBook Pro 13″, macOS 12.2
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That is because any .exe file is a file for Windows PCs and will not open or work on a Mac. I assume you had downloaded and attempted to install a new app. If so, go back to that web site and reselect the Mac version of the installer to download. it will have a .dmg suffix.
