The reluctance to install does sound like security is blocking you.
You might try a right click on the downloaded .exe file and 'run as administrator'.
The first time start with windows can be a tad confusing and you might inadvertently not have full admin privilege

The lack of space objection seems odd, do you actually have a smaller SSD for windows and programs then 1TB conventional drive for storage?
In any case it shouldn't be anywhere near filled by a few items of software at this early stage.