Error installing Mosek (unable to build)

Got the license file and put in C:\Users\user_name\mosek.

Ran pkg add mosek, and looks fine.
But when I pkg build mosek I get this error. Any ideas?

I see on the mosek site it mentions defining some distro but I’m not sure what this means or if it is explicitly required.

Fixed through PowerShell security flag fix. Mods can safely delete this if needed.