Why doesn't youtube-dl work in windows 7?

Question

YouTube

Download youtube-dl github. I created a youtube-dl folder on the desktop and placed the executable file in it.
I open cmd and drag youtube-dl.exe into it, then I enter the download link. After the process is interrupted, the file itself is missing in the specified folder. I try to download again, the console shows that this file has been downloaded. Yes, but where?
Thanks in advance.