Hi AlissonKauan-0154,
Welcome to Microsoft Q&A.
i tried to download and install it following step by step, but it just got stuck on this infinite.
Did you choose the installation type when the issue occurred?
Please try to select Download media to download set up files.
You can also try to download SQL Server 2019 express setup file from Visual Studio Subscription.
Best Regards,
Amelia
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