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For your first install, try Desktop, whose layout follows a similar pattern across desktop platforms. WPF keeps the classic Windows workflow and suits users who know where to find the familiar menus and settings. The main difference is the interface branch—not a guarantee that one protocol will be faster.
The download is a ZIP archive. Extract it to a separate folder you can write to, then run the installer inside. Don’t launch it from the archive preview. Back up your settings before switching editions, and test the other edition in a separate folder to avoid two instances competing for local ports or changing the system proxy at the same time.