@garfield Hi. Pencil2D is not installable in the sense that there is no launcher or wizard setup.
You always download a ZIP or compressed folder file from the official website. Then you must extract all the contents to a folder on your computer, and from there execute the software.
The following guide has several tips to allow you to run third party apps, including Pencil2D withr elative ease, without counting critical bugs caused by specific issues on your system.
It’s also important that you describe exactly which version you downloaded or which link you clicked to download from, as well as your computer specifications as seen in the System > About settings