Downloading the application INSTALLATION files is what you have done. The next step is installation, that process will set it up correctly in the Program Files. I do not know how many files the Desktop App gives you but a normal download from your Autodesk Account gives you three files which you first expand into one folder, then install from that folder. What I am trying to say is be sure your have all the necessary files for the installation. I have attached my installation file folder to give you an approximate size reference. It may not be to the byte but yours should be very close. This, as you can see, is for Inventor 2020, you did not say what you are installing.
Also, Autodesk recommends that you only install as an administrator of your workstation. You can do this by right clicking on the Setup.exe and choosing "Run as Administrator". They also suggest your turn off UAC (User Access Control) temporarily during installation along with any Anti-Virus application. Remember I said only temporarily.

John Hackney, Retired
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