After you installed the browser extension, you need to download and install Native Application.
You can download Native Application installer in few simple ways:
By following direct link https://www.ant.com/video-downloader/native/windows/latest
By selecting appropriate version at at.com archive website: https://archive.ant.com/native_app/
By clicking INSTALL link on popup, or Install it link at the bottom of Downloads page
Follow by simple installation process to finish.
Installing Native Application (NA) for all users
You can install NA for all users on the computer (this requires elevated permissions):
Open elevated Command Prompt (right-click, select Run as administrator)
Change directory to the location where Native Application's installation file resides
Run the following command (considering that NA installation file is AVD-NativeApp-4.1.25-Release.msi)
msiexec /i AVD-NativeApp-4.1.25-Release.msi ALLUSERS=1