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rube - No problems here with calibre on Win10, five machines - upgrades from Win 7 and new machines, 32bit and 64 bit.
Where did your friend get calibre - should be from here
http://calibre-ebook.com/
I suspect Windows popped an 'are you sure' message via SmartScreen and/or User Access Control. You should be able to click through them. I think SmartScreen remembers you say something is OK, so installing new versions won't pop the message.
BR