The download is in two parts: an .exe file and a .7z (7-zip) file. IIRC, the .exe just unpacks the .7z file and starts the autorun. If you have the .7z file (almost 1Gb in size) then just unzip to a new folder and run the autostart or setup file found there.
Perhaps you specified a location other than your Desktop for the downloads to be placed in?
Thank you very much. You are right: it was on a different location!
I have another problem now. After installation when I tried opening it there
were 2 error messages on 2 different windows:
1. FrameMaker : pc=06915089 indx=31045 string usage error : invalid format
*2. Error : There are no fonts available on the printer. Cannot start
What should I do?
Set your system default printer to the AdobePDF printer instance. For regular production work with FM, it's recommended to install the SetPrint utility from Sundorne in order to have the AdobePDF as the default whenever FM starts. See: http://www.sundorne.com/FrameMaker/Freeware/setPrint.htm