downloaded Cataline, then iTunes and cannot install iTunes on that MacOS!

When I wanted to install iTunes on a new MacBookPro, they told me to download first Catalina version, so I did. Then I downloaded the latest iTunes SW, wanted to install it, but it doesn't accept the latest Catalina MacOS, what's wrong? I even downloaded an earlier version of iTunes and couldn't install that neither?!

The messages were on both, that iTunes installation doesn't support that level of MacOS and stated something much lower.