Probably your anti-virus software stopping it. If you have it set to silent mode, so it doesn't pop up messages, turn that off so you get a message and the option to allow the installer to run. Or tell both your firewall and anti-virus to allow the installer, and later the software, to run.
When you switched off McAfee's firewall it is most likely that Windows 10 turned its firewall back on. You need to have User Access Control working and giving your messages so that you can see what is happening. You could check the Windows 10 notification area as well to see if there are any related messages about the attempted installation.
Basically, something blocked the installation, and you need to find what it was by looking at messages and logs from ALL anti-virus and firewall applications on your PC.