So you want to download Facebook Messenger for Windows. It has an official page, which looks like this:
So (since you don’t have any other option) you click on Learn more, which redirects to you another page:
As you can see, it has a link to the Messenger for Windows page, which is in fact the first page I mentioned. So it’s basically an infinite redirect loop. And it says, click on the Install button on the first page. That’s very helpful and all, EXCEPT THERE’S NO INSTALL BUTTON.
Now you can conclude that a) Facebook is QAd by masturbating monkeys and b) you gotta google for the installer.
To save you some time, here’s an article with a direct link.