If we visit the official site
https://www.stellar.org/lumens/wallets/ then we can see that there is 17 wallets which are available for download or as web wallets. There is no mention of Electrum XLM wallet, so this is 100% fake file with some malware which aims to infect a user's computer.
The page itself is too simple, and scan by VirusTotal is give one positive detection by Eset marked as malware.