You can download a Parsec installer from the downloads section, for any of the supported operating systems contained there. Make sure to get the correct 32 or 64-bit version for your system to avoid issues while installing. You can also check the articles for the supported hardware for connecting to a computer or hosting your computer.
If your download isn't finishing, or the installer file is disappearing, or it won't install properly, check if your anti-virus is interfering. If you have something called Segurazo / Santivirus / Segantivirus installed, uninstall it completely and restart your computer. It commonly causes installation issues and most of our users don't even know they have it installed.