However, when I open that page on my Windows laptop, it only shows me instructions for Windows and Windows Subsystem for Linux (WSL).
So I tried the instructions for WSL, which are
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
and they fail with:
info: downloading installer
Cannot execute /tmp/tmp.bFxBUYgNAJ/rustup-init (likely because of mounting /tmp as noexec).
Please copy the file to a location where you can execute binaries and run ./rustup-init.
Following the link about "other installation methods" just brings me back to the same page eventually.
Trying to redirect the curl output to a file and then running that file gives the same error message.
If by "the file" they mean whatever curl downloads, then yes, I tried that. But it appears they mean some other file, and I don't know which file that would be.
curl downloads a shell script (possibly confusingly called rustup-init.sh) which is piped into a shell, and that shell script downloads and runs rustup-init (different from rustup-init.sh)