As a first step ensure that your firewall and antivirus are turned off whilst the actual installation is running. Also, check if you have Controlled Folder Access turned on; having this active can prevent the Magix installer writing some required files to your hard drive.
At the stage shown in your image the installer may have started and is waiting for you to tell it to continue, the dialog for this is possibly underneath the one shown in you image, you should see an icon for it on the Taskbar.