Sounds like you are having d/l problems. The download instructions page
http://www.cakewalk.com/s...tion_instructions.aspx has md5 hash values linked at the bottom of the page you can validate with a tool like WinMD5Free to insure you have good files. I always use Free Download Manager and never have a problem downloading CW files. Others recommend using Chrome or Firefox for the embedded download manager. FDM works with all browsers but I do not want to get into a tool war, whatever works for someone is the best solution for them.
At any rate, when you get the full set of files down and uncompressed, you will have all the files that are provided on the physical media.