If it is the popup thats in your picture it's the "wizard". A wizard is a setup assistance, it helps you install the game on your computer and is not an error. It seems however like the wizard is "not responding" if thats the case try pressing CTRL + ALT + DEL to open the task manager. Now locate the task "minecraft launcher setup" and terminate it/end it, after that try to install minecraft again.
If it is the popup thats in your picture it's the "wizard". A wizard is a setup assistance, it helps you install the game on your computer and is not an error. It seems however like the wizard is "not responding" if thats the case try pressing CTRL + ALT + DEL to open the task manager. Now locate the task "minecraft launcher setup" and terminate it/end it, after that try to install minecraft again.