The installer should warn you that all opened folders could disappear.

[VladiStep]

When I tried to launch "TaskbarMonitorInstaller.exe" for the first time, there was some error (which I couldn't properly see because the command window closed immediately), and the taskbar disappeared until I manually started Explorer via Task Manager.
And all the folders that were opened in Explorer before that are gone.

So, the installer should warn you about that and ask if you want to proceed.

OS version - Windows 10 Pro 22H2 (build 19045.2364).
Program version - release v0.4.1.

P.S.: I've managed to successfully install it on the second try.