Please do not download that executable. It contains malicious code, so please be very very careful
In short, be careful before you download any program or give permission to any program. some programs, although reliable, but weak protection, allowing scammers to exploit the vulnerabilities in some versions to attack them your legal wallet.
If there are any problems related to the wallet, check the authenticity of the news from the official website and then search or ask here before downloading any application.
It seems that the scammers have switched from attacking desktop wallets (electrum) to hardware wallets.
Or scammers simply looking for every chance they got in this crypto sphere.
Trezor has been attacked too, so it's just a matter of time because scammers will go for another exploit here, (whether Electrum or desktop or hardware wallets) as long as they know that people are going to easily fall for it, those bad actors are going to exploit it.
@GSpgh - the danger is downloading the said apps and believing that the email come from Ledger themselves.