Windows – Internet Explorer Run/Open download location

Internet Explorer 11 is included with Windows 10. It is not, however, the default browser; Edge is the default. To run it, you should search for Internet Explorer: click the Start Button, then start typing "Internet". It should show up as a search result.

Once you have found it, I recommend you pin it to the Taskbar, or the Start Menu, so you can find it again quickly.

The closest you might be able to get is to block the download of “high risk” file types in Internet Explorer and provide some other method for users to download them.

The block can be accomplished by enabling Group Policy User Configuration → Administrative Templates → Windows Components → Internet Explorer → Internet Control Panel → Security Page → Internet Zone → Show security warning for unsafe files. (The policy must be Enabled, and the option set to Disable.)

See Information about the Attachment Manager in Microsoft Windows for the list of the file types that IE considers “unsafe”. (It includes all the ones you mentioned except .ps1.)

Note that Chromium and Google Chrome also use the Windows Attachment Manager for downloads, so the IE setting will block downloads in those browsers too. I don’t know about Firefox.