It should. Unzip the file and double-click on it to run it. I’ll give you some prompts. Just follow the instructions (not much to do) and you’ll have to reboot to see the changes.
Doh! My mistake. I just examined your pic again and it states that the service isn’t on…
Go to the Start menu > run > type in services.msc > Scroll down to Security Center. I bet it’s disabled. Double click on it to change the startup type to Automatic > Click Apply button > Click the Start button to start it.