The installation documentation (first thing found by google and LLMs): Installation — CVX Users' Guide
links to an invalid download link (not allowed to include more than 2 links unfortunately but easy to find).
How can this be replaced with a legitimate one (Releases · cvxr/CVX · GitHub)
You can try to report it as a github issue. Not sure much will happen though. Quite a few things are obsolete on the website, but then it is an inactive project so it can be expected to go out of date with time.
For future reference of anyone reading this, installing CVX should be done as in step 1 of: