The downloaded file you do is not necessarily safe. It could contain malware or dangerous viruses. Third-party software is commonly used in Windows and other operating systems. The files you can easily find on the internet. Can you be sure that the files are harmless...
One of the interesting features of Windows is the "Drag and Drop" files on the taskbar. With this feature, you can drag files from File Explorer to the application icon on the Windows taskbar to open them. Unfortunately, Microsoft has removed the capability in Windows...