Go to Edit > Preferences > I/O . Ensure your correct audio device is selected. Sometimes restarting the "Audio Engine" in the same menu fixes the issue.
If Windows SmartScreen flags the installer, click "More Info" and then "Run Anyway." This is common with older version installers. download musescore 3.6.2
Open the disk image and drag the MuseScore 3 icon to your Applications folder. Go to Edit > Preferences > I/O