The driver is here:
It should have been automatically installed during the installation of the "Arduino Mbed OS Nano" boards platform you did via Boards Manager. But there is a Windows Defender confirmation dialog that must be approved for the batch file to run.
The drivers are also on your computer, most likely here:
C:\Users\<user name>\AppData\Local\Arduino15\packages\arduino\hardware\mbed_nano\2.2.0\drivers
The batch file here:
C:\Users\<user name>\AppData\Local\Arduino15\packages\arduino\hardware\mbed_nano\2.2.0\post_install.bat