This sounds like the download has successfully completed. It should be in your downloads folder - have you checked there?
Unless you have an emulator installed on your computer, you won’t be able to open an Android application on a Windows computer. It sounds to me like the .apk downloads, then when you click on it you are trying to open it and Windows is trying to use Notepad to open your .apk file.
I’d recommend that instead of clicking on anything you open your email and attach the .apk file that should be in your Downloads folder.
Hope that helps @beadle07