The file size seems to be expected as we download the installation files from a server.
I guess there is other reason for this unexpected behavior like firewall or antivirus tool which could block the exe.
Do you have any proxy which could prevent the communication with our server?
In order to test that I would suggest using Fiddler and the steps below:
1. Download Fiddler from here and install it.
2. Run Fiddler and go to Tools -> Fiddler Options.
3. On the HTTPS page, verify that Capture HTTPS Connects is enabled.
4. Verify that Decrypt HTTPS traffic is enabled with the ...from all processes option and minimize Fiddler to tray.
6. Execute the installer.
7. Open Fiddler again, go to File -> Save -> All Sessions, save the archive to disk (a SAZ file).
8. Send us the saz file attached in a private ticket open by you.
Is that your first installation and have you tried AppBuilder before?