when you download the itch.io app it should be in File Explorer on Windows, Finder on mac. Double click on the installer and go through the download shtuff. Then if you didn't make a short cut then you can go to the search bar in Windows at the bottom and type itch or if your on mac click cmmd + space and type itch
The app is not called itch.io its just called itch;)
If there's another problem ask;)