Depending on your system, it may take a long time to download. It might not have installed. Unfortunately, MS decided to take the network activity icon away (there is a 3rd party download), so you don't know that it is still running. The download is over 300 MB as I recall. To stop the installation in Windows, you should be able to use ctrl-alt-del and check the running tasks. There should be one running that corresponds to the install.
Also, when you install, be sure you are logged in as the administrator and have anti-virus disabled.