For any Windows version different than Windows 10, the installation should complete automatically with all the drivers installed. In Windows 10, things change which means that you will have to disable Driver Enforcement in order to install it, especially when the installer hasn't been updated to be compatible with Windows 10.
Disable Driver enforcement: Start > Settings > Update and Recovery > Recovery > Advanced Startup > Restart > Troubleshoot > Advanced options > Startup Settings > Press key 7 > Restart.
After the feature is disable, right click the setup package and use Run as Administrator then accept the warnings regarding driver not being signed. Reboot and connect the box to the USB and it should work.