Welcome to the community. 
Sorry to hear of this issue. This is commonly caused by an antivirus program on your PC or a security service on your internet connection.
Please follow the steps in this thread here: I can’t Install WeMod / “There was a error installing the application” - WeMod App / Support.
If you are using an internet connection that belongs to an institution (ie, a college or university) rather than your own, then you will perhaps need to use a VPN, because there is an additional security program on this network that you do not have any control over. There is a free VPN recommendation in the link above.