Very odd - it's a free standing .exe so shouldn't install anything - you need to extract the whole zip file and put the folder wherever you want to store the game, don't run the exe out of the zip file.
If that's not the issue, the only 'installing' i can think of.. maybe your DirectX 12 is out of date? maybe try https://support.microsoft.com/en-au/topic/how-to-install-the-latest-version-of-d...