@Neil-Reeves If I am correct this means that the download wasn't completed. Do you have a stable internet connection? You can also contact customer support at infoservice@magix.net and ask them for another download link for the installation program.
This behavior is not uncommon assuming the installation manager's (unpacked files download) is interrupted and stops installation. Disable anti-virus and/or try again. Sometimes subsequent attempts complete successfully. If by chance the unpacked installation file(s) download did complete, they would be in your "Documents> MAGIX Downloads> Installationsmanager"
Otherwise, I can give you a link to download the unpacked installers from WeTransfer. You will still need a valid license to activate Sound Forge.