I keep downloading it but every time i try to extract it it disappears and when i go to where it is it deletes too.

It's any antivirus that you have (not Windows Defender) detecting it as a virus

If not, I don't know what to say

I don't know why that is happening, if it was antivirus I imagine you'd see a warning or something.

Are you sure you are extracting it correctly? Try right-clicking it and pressing 'Extract to' or 'Extract Here' maybe.

Or you can install it using the app at /app which will also update the game automatically in the future :)