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@AlexColohouse you should get one of the supported VPN Clients for your remote access, because MC on Windows in unsupported and I don't know if it is still downloadable.
Here is my problem. Microsoft Store is not allowed in my company. I tried to enable the Microsoft Store, but I couldn't make it work.
I'm not sure if there is a way I can download the app on another laptop and then just install it in my work laptop.
@AlexColohouse IMHO it's not possible to transfer from one machine to another (Windows users might know better), but you should not use Mobile Connect any longer if there isn't a specific need for.
BWC gave you the link to Netextender, which works with the same VPN services that Mobile Connect used to [and is a better piece software in all respects that I can think of]. Mobile Connect on desktop is no longer supported, so it doesn't matter if you can Windows Store any more or not, because you won't find it there.