The current “normal” download for FFMpeg puts the files and libraries in a Hidden, System folder which you need extra steps to see. The intention is for that install to work smoothly by itself and then Audacity Default is to look in that hidden folder automatically. You never have to see what actually happened.
No, it didn’t work for me, either.
https://forum.audacityteam.org/t/unable-to-open-lame-or-ffmpeg/24362/1
Koz