Impossible to add a Folder

Hello, I'm kevin. Sorry for my Google Translate English 
I have a problem with Hazel. Yesterday I installed the trial version but whenever + press to add a folder opens the Finder in the download folder and I can not select anything. I can not close the window either just by pressing CMD + FN + ESC. What am I doing wrong? OS is Catalina 10:15
THX

I have a problem with Hazel. Yesterday I installed the trial version but whenever + press to add a folder opens the Finder in the download folder and I can not select anything. I can not close the window either just by pressing CMD + FN + ESC. What am I doing wrong? OS is Catalina 10:15
THX