Rhino Installer Engine nowhere to be found

Trying to download Thea Rendering program for Rhino and the RHI file is downloaded, but will not open because it is asking for an application to open with. I have a friend whose file opens automatically to install using the Rhino Installer Engine. Is the engine installed when Rhino is downloaded? Is there a way mine could be missing or a reason why this .RHI file won’t open?

See if this one helps:

Thanks! Ended up uninstalling Thea Studio, Thea for Rhino and Rhino 5.0 then reinstalling all of those and the engine was instantly recognized and all is working.