There could be a few reasons for this:
1. Antivirus, firewall, or security software may have disrupted the download.
If you experience a connection error message, you could start by temporarily disabling any firewalls on your local system. Many antivirus or internet security software packages include a firewall. You could also try disabling any firewalls that are built into your operating system, such as Windows Firewall.
Once you have disabled your antivirus, close the installer and try launching it again. If you are prompted about overwriting existing files, select 'Yes' to overwrite them. It is preferred to have the installer overwrite any left-over files from the failed download so there are not any corrupted or half-completed files remaining on the system.
If you are using Windows, and you continue to experience problems with the installer even after disabling your antivirus, you could try restarting your system into 'Windows Safe Mode with Networking'. This will start Windows without starting any other programs on the system automatically. This will prevent any programs that may have been interfering with the installer from running in the background.
2. You may have lost your connection to the internet.
It is possible that your system lost its internet connection during the download. If it was lost for an extended period of time, or if the network disruption caused some of the downloaded files to be corrupted, you may need to restart the download. If you are using a laptop, you could try with a wired ethernet connection (if available) if you have experienced problems with the download.
If you are using a VPN or are connecting via a proxy server, you could try connecting directly to the internet instead of using these options.
3. Your system may have gone into 'Sleep' mode during the download process.
Check the power settings on your system. If you walked away from your system during the installation, and your computer went into 'sleep' mode, this could disrupt the process.
Hope this helps!