Hi Martijn. No you are doing it correctly, the tool should 'just work'. The most likely cause is that you do not have .NET Core 3.1 installed, or there may be something wrong with your existing .NET Core installation.
You can try to re-install by downloading and running this installation package from Microsoft:
https://dotnet.microsoft.com/en-us/download/dotnet/thank-you/runtime-desktop-3.1...
Please let me know if that works. If you are still having issues, I will prioritize finding a solution for you.
Thanks, have a good day,
Marius.