Can you provide more information about what you are seeing? The windows EXE is provided as an unsigned electron application. Being unsigned or an electron application can both be treated as warnings. Unsigned means that I have not acquired a windows developer certificate to be able to sign the binaries. This has been on my bucket list to do.
An electron application is an unsandboxed web browser. The release is open source and you can view the source of the electron application here: https://github.com/soap-bubble/web/tree/master/packages/electron2
The application will save a config to your user directory and create a temporary cache for downloading assets.
If you can provide any more details on what problems you are having-- please let me know.