I have no idea whether this is the case for you, but the normal procedure for Magix program installations is that what you initially download is, essentially, a Download Manager, whose purpose is to collect from the Magix server, the actual installation files and then begin the installation. If, for any reason, your antivirus or firewall blocks the connection between your computer and the server, the installation will not happen.
So, the first thing to check is whether this "blockage" is happening, perhaps by turning off your AV and/or firewall or by giving explicit permission for the connection to occur.
Then, check whether "Windows Protected Folders" is turned on on your computer. This seems to "protect", especially your User folders, from being accessed by any program it doesn't recognise. Again, this will prevent the installation from running properly.