Many 3DS games are encrypted. You will need to dump AES keys from your own physical 3DS console to play them.
A citra-setup-windows.exe mirror is available at citra-web GitHub Releases. Download Citra For Windows (exe)
Avoid sites that require you to "complete offers" or download separate "download managers," as these often contain malware. How To Get The 3DS Emulator Citra Many 3DS games are encrypted