I've had this problem... If you did not extract the file when you got the Native Launcher that is the error. I don't know why it doesn't say to when you try to open it and its unextracted. To fix go back in to your Downloads on File Explorer on Windows and then Right click on the "Minecraft.staging.zip" extract all then open it and let the Native launcher download and wait some more and boom your native (Minecraft) launcher is downloaded.
Mark Herbert
I've had this problem... If you did not extract the file when you got the Native Launcher that is the error. I don't know why it doesn't say to when you try to open it and its unextracted. To fix go back in to your Downloads on File Explorer on Windows and then Right click on the "Minecraft.staging.zip" extract all then open it and let the Native launcher download and wait some more and boom your native (Minecraft) launcher is downloaded.