This file does not have an associated application to perform this action.

Hello,
When trying to download a driver for a Bluetooth dongle I just bought, I get the following message: "This file does not contain an application associated with performing this action. Install an application or, if that has already been done, create an association on the Default Apps settings page."
I performed a scan with Windows Defender and updated Windows, but it didn't change anything. What should I do?...