When you download the application from its official website, the setup is actually a downloader. Indeed, upon starting the setup, it tries to attempt a download from the main servers. Please make sure your Firewall doesn't block the download or your Security Suite application is properly configured to allow 3rd party applications to perform background downloading operations.
If you are using Windows Firewall, start the RUN box by pressing Windows Logo Key + R and type CMD and press Enter. Then type netsh firewall set opmode disable and press Enter do completely disable Firewall. If you want to enable it back, simply replace disable with enable in the command line structure.