Never download from "blitzkrieg-mod-download-free-full.exe" pop-ups. Stick to Mod DB and the official CoH community forums.
Yes. The original 5.2.0 launcher is old. If you have Windows 10 or 11, you might get a black screen.
Ensure your base CoH is unmodded. Verify your game files via Steam (Right-click CoH -> Properties -> Local Files -> Verify integrity).