Your screenshot shows an installation in progress, so it's normal the "Install" button is not turned into an "Installed" button yet, it will be after the installation is completed. Which includes creating Symbolic links in the Community folder.
Which you say are not created, which of course is not normal. To create symbolic links, the installer needs admin permission, but it will automatically try to get them, so you can try running it as admin explicitly. Also, is your Windows user account of the limited type ?