hi @CaiYiGitHub
Thanks for reaching out.
To optimize file storage hugging face_hub cache system uses symlink. For security purposes, by default windows doesn't allow symlink.
Workaround is to run python as system administrator or switch on developer mode.
If your application is OS agnostic, I will suggest you can use google Colab or Windows Subsystem for Linux (WSL2).
I highly encourage you to check hugging face cache system docs or issue #1375 for more details.
Thanks