Please try downloading ExMan from this link instead of via CC Desktop App: http://www.adobe.com/exchange/em_download/index.html
Let us know if it helps? If not please attempt in SafeMode. It could be simply anti-virus software not recognizing our named install files and blocking them.
ThanksK.Woods the zip file extracted and installed first time as expected. I had previously tried to download from Free Extension Manager CC | Download Adobe Extension Manager free trial but it unfortunately initiated the CC app to process this request. Thanks for the link.
Hope the feedback enables you to tweak the official distribution.