Error Trying to Install FiveReborn

When I create a folder and drag the five reborn.exe into it and click on it the file opens then closes a creates a file called CitizenFX.exe, but nothing else installs. I even tried running it as an admin, but still nothing worked.

Here is a Gyazo that shows the exact problem. Keep note i have 2 monitors so the updating bar goes onto the other monitor.

Error code?