I've just downloaded the latest version of Cheat Engine so that I could scan the installer and it actually seems like it's infected with adware.
If you're willing to bypass the risk of infection, you can try downloading the application from its official website. In case your web browser is the one that's stopping you from downloading the file, using a different browser, temporarily disabling your antivirus and temporarily disabling your firewall (for the duration of the download) could do the trick.
Also, after the installer has been downloaded, launch it and carefully navigate through the installation options. You should disable any offers using the Decline button shown for various offers and that's it.