You will want to make sure that your firewall and any other blocking or monitoring software was configured when downloading. If the download was interrupted, you may have missing files. You can see a list of popular firewall software and steps to configure Here
If your installation cancel, or error out before starting?
You may need to adjust the permissions for the file. Open the folder that your game file extracted to. In that folder, please locate the setup file for your game, usually called something like "setup.exe". Please right click that file and choose "Run as Administrator".
If you receive an error stating you do not have right access, you may be installing to a location you do not have permissions for on your account. You’ll need to speak to whoever control the primary login account for your windows PC.
Is your game supported on your current version of Windows?
Older titles may run into complications running on newer OS versions. While some titles can not be run versions of windows they were not originally made for, most titles can be made to run using compatibility mode settings. You'll want to navigate to the folder you extracted your install files to, then follow these steps.
1. Locate your game's install file. This will generally be named something to the effect of setup.exe
2. Right click this file and select "Properties"
3. Under properties will be a compatibility tab, click this tab to bring up the compatibility menu
4. On this tab, set your titles to run in the version it was originally released on. ( for example Windows Xp SP3
5. Check 'Run as Administrator" or "Run this Program as Administrator" ( the wording may vary between versions )
6. Hit Apply changes at the bottom and close, now try running your installer.
Do you get an "insert cd" message?
Many older titles are designed to scan your CD/DVD ROM drive for a disk even when digitally downloaded. Make sure you do not have a disk loaded in your tray!