Is there any error message?
The correct download process please refer to Leon's reply or refer to this article "Download and install or reinstall Microsoft 365 or Office 2019 on a PC or Mac".
If the correct steps do not work, please try the following suggestions.
- Disable antivirus software temporarily to preventing the installation package being blocked.
- Check the network, if possible, please change the network, such as Mobile hotspot.
- Change your browser or clean its cache.