I have downloaded the version 9.0 on Windows 10 64bit and it works without issues. The installer you save from their official website is using the Internet to download the package automatically. If you have a firewall or antivirus, then it might block communication. Disable protection for a couple of minutes and then re-download the streaming installer from the following link.
Download installer: http://discover.aol.com/products-and-services/aol-desktop-for-windows
Right click the application and choose Run as Administrator and it should start normally.