The error that you are getting is:
URLDownloadToCacheFile failed with HRESULT '-2146697208'
Error: An error occurred trying to download 'https://skyline.gs.washington.edu/software/Skyline-release-64_20_2/Skyline.application'.

We believe that this error has something to do with networking or firewall issues. You might need to contact your IT department in order to allow your computer to download the necessary files.

One thing that you could do is to try downloading that problematic file directly. Do you see any sort of error message when you click on the following link?:
https://skyline.gs.washington.edu/software/Skyline-release-64_20_2/Skyline.application
It is also possible you will get a better error message if you try clicking on that link in Microsoft Edge, because the way that Edge downloads things is more similar to what is happening when you are trying to install software.

A different thing that you could try is to install Skyline using the "Unplugged" installer from this page:
https://skyline.ms/wiki/home/software/Skyline/page.view?name=install-64-disconnected_20_2

The Unplugged installer requires that you download a .zip file.
Step 1: After you download that .zip file you should right-click on the .zip file in Windows Explorer and choose "Properties". If there is a checkbox near the bottom of the Properties dialog which says "Unblock", then you should check that checkbox (see attached picture "UnblockCheckbox.png") and then press "OK". If you do not see a "Unblock" checkbox, then this step was not necessary and you do not need to worry about it.
Step 2: Right-click on the .zip file in Windows explorer and choose "Extract All".
Step 3: Run "Setup.exe" from inside your newly extracted folder.

The Unplugged installer is almost as good as the regular installer, except that it does not know how to automatically check for updates.

-- Nick