You don’t need to download things as root. Just wget https://... will do.
The file has been downloaded as xampp-linux-x64-7.3.0-0-installer.run?from_af=true (note the “?from_af=true” at the end. This is not the same as xampp-linux-x64-7.3.0-0-installer.run in your command.
You can test this by changing to the download directory and typing ls -la.
Linux is safer than Windows in so far as it isn’t a large target for malicious actors, but be careful when following random internet tutorials.
The address https://downloadsapachefriends.global.ssl.fastly.net is probably benign, but it is not the same as the official download page, which is: https://www.apachefriends.org
I would either download the file manually from the official download page, then follow their instructions, or I would install a LAMP stack (which can be obtained from the repos and thus will receive updates).
There is actually a meta package to install all of the LAMP components:
sudo apt-get install lamp-server^
This worked fine for me when I reinstalled my system last month, but if you decide to go this route, please do a little reading around the subject, so you know what is going on.
