Beginner question: unable to download php_xdebug.dll

When trying to debug a PHP project, I get the error;

Connection was not established. Debug extension is not installed > Update interpreter info

then

Connection was not established. Xdebug extension is not installed > Download and install Xdebug extension

Then I get the error

Couldn't copy [C:\Users\fiach\AppData\Local\Temp\download.tmp] to [ext\php_xdebug.dll]

I'm guessing because ext\php_xdebug.dll isn't a full path?

Can you help?

Fiach