The first two or three times I ran the installer after clearing out the FSDT files in APPDATA\Virtuali. The installer kept opening a dialog "Not able to delete directory", and then it would say something like "Chicago KORD not empty." That looked to me like it was trying to remove the scenery so I went ahead and cleared them. Finally I got a clean, uninterrupted install
You seem to have that. You have everything working now but no airport data.
What worked for me was to find an airport and flight that I knew would work. In one of the tutorial videos Chewy started his flight on the runway in Cancun. I started the PMDG 737 there. I think I was running the Couatl64_msfs.exe twice, which might have caused a problem. Afterwards I began to see an icon in the tray when I started a flight, and I didn't need to start it manually from the Start menu.
With that startup I began to see airport data being listed in my log file, and my only problem after that was the permissions error when it tried to display the Menu. That was solved by moving the installation to an unprotected folder.
For a while I was using the AddonManager.exe over a clean install, and it seemed to help at the time, but ultimately it was not necessary. Full install + the update is what worked for me.