What version are you trying to download?
If CC, then are you installing the Application Manager and installing Photoshop from there?
If yes, what operating system are you using?
If you have installed the Application Manager OK, then try restarting your computer, and opening it as Adminstrator by right clicking its shortcut.
Without system information and otehr possibly relevant technical details nobody can tell you much.
try downloading from Prodesigntools.com
This is an alternative Adobe download source that bye-passes the desktop application . Don't worry they are Adobe affiliates not a dodgy website. In fact they are ACPs here. You can get any of the current Adobe products as executables from this site-the desktop app uses some kind of streaming mechanism and it occasionally goes wrong. The 64bit Photoshop 2018 installer is a 1.6GB download.