Hello and welcome to the community. 
The vast overwhelming majority of the time we see this report, it’s caused by a security program on your PC or network.
Take a look at this troubleshooting post, which helps to fix such an issue, and the other common causes of it: I can’t Install WeMod / "There was a error installing the application" - #2 by Ravenfyre. The thread’s title might sound different to your specific issue, but all the steps are the same.