You can try and open a command line and 'cd' your way to where the robocode-setup-1.9.4.3.jar file exists and write:

java -jar robocode-setup-1.9.4.3.jar

This command will start the installer, but also write in the console if there is a n error, which you can write back to this thread about, so we can fix the bug. :)

Anyways. I should like to know which OS and version you are running, e.g. Windows 10 or Mac OS 12.1 or?
What version of Java, e.g. version 17, are you using, and which vendor (Oracle, OpenJDK etc.).