All actions in the instructions are performed on the Windows Server 2019 operating system.

Connect to the remote server. Open Internet Explorer, choose the recommended settings, and click OK.

When trying to access a website, another warning pops up; leave the checkbox and click OK.

Then the security system also shows an error; uncheck the option that continues to send warnings and click the Close button.

If you attempt to download a file, a message will pop up stating that security settings do not allow this action; click OK.

Next, you need to find and select the gear icon in the upper-right corner of the browser. Then click on Internet options.

A special window opens before us; go to the Security section.

Uncheck the Enable Protected Mode option and click the Custom level button. In the opened window, scroll down and look for these sections:

Set both of them to Enable.

The first one allows downloading any files.
The second one is responsible for downloading fonts.

Then click the OK button to apply the settings; a warning pops up:

Agree to the changes by selecting the Yes button.
In the last settings window, click Apply to fully apply the changes:

Again, a warning pops up; agree and close the settings window.

Now you can download any files from websites without any issues. First of all, don't forget to install a new browser!