When you say “right mouse click on a file”, do you select an option from Windows right-click menu? Or is right-clicking alone (with no selection) enough to trigger this wizard?

If it happens with any right-click, without choosing a menu option, I am assuming you didn’t actually download the installer from https://notepad-plus-plus.org/downloads/ , and that you got a corrupted / infected copy. Make sure you always download from the official source.

If you mean you "right click on a file and select Edit With Notepad++, then either you have an unofficial/infected copy, or somehow your Edit With Noteapad++ entry got pointed to the installer instead of to the notepad++.exe executable. You will need to edit your registry to fix the latter.

If you mean you “right click on the file and select Open With and pick Notepad++ from that”, I will assume that when you did the first Open With, you accidentally tried to Open With the Notepad++ installer instead.