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Various anti virus scanners tend to get in the way of the SageMath installer for Windows and of the Cygwin it installs. Sometimes they just remove parts of it, and you need to reinstall. It's sometimes tricky to tell them to exclude SageMath from their activity...

Various The SageMath installer works by installing a "Linux-like" layer for Windows called Cygwin. This operates at a rather low level, and various anti virus virus scanners tend to consider this low-level activity as "virus-like", and as a consequence they tend to get in the way of the SageMath installer for Windows and of installer, or of the Cygwin it installs. Sometimes they Depending on the antivirus software and how one configures it, it might just raise an alert, or block the software it thinks is virus-like, or try to destroy it.

Recommendations:

• download the SageMath installer for Windows
• tell all antivirus software to ignore the SageMath installer for Windows
• run the installer; this installs SageMath
• tell the antivirus software to ignore SageMath
• run SageMath

If one runs the installer, or SageMath, before having told antivirus software to ignore it, and if antivirus software considers some of the low-level activity by the installer or by SageMath as virus-like, then such antivirus software might decide not only to block the installer or SageMath, but to remove parts it, or parts of it, and you need to reinstall. It's sometimes tricky to tell them to exclude SageMath from their activity...