Why might you want to save a downloaded file to your computer first instead of running it immediately? to let it configure itself to your computer
to let your computer scan it for viruses
to give it time to fully download
to create a place for it on your computer

Explanation:

Run: Choose Run when you only need the download once. Perhaps it’s a song or video you only plan to listen to or watch once. Another scenario might be an installation program that, when run, installs software on your machine in other, permanent locations. Once installed, you probably don’t need the installer again.

Save: When you want to keep whatever it is you’ve downloaded, choose Save. You can still run it, or whatever else you’d like to do with it, but you’ll need to do that yourself. You’ll also want to decide where, on your computer, to keep the file.

Save and run: Use this option when you want to do both: save the file to a location you control, and then immediately run it.

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