Where is Setup.exe?

I put purchased a 2021Turbotax Premier program disk and put it in the E drive of my computer.  Repeated attempts to Install it have been unsuccessful.   When a window appears I press "SetUp", which is the only option available.   The disk begins to download but stops.  A message says the Turbotax program will not populate because I must use "SetUp.exe".    I cannot do that because SetUp.exe is not on my computer.  So, I tried unsuccessfully to download SetUp.exe from the Microsoft Windows and Turbotax websites.  It appeared to download but it does not install the Turbotax program.   SetUp.exe was not added to my computer's C drive list of programs.  So, I went to "installturbotax.com", as instructed on my Turbotax disk jacket.   There, I tried the download method of installation.  That, too, does not work.  I get a message saying there are missing data pages.  It shows error code #214.   My question is, how can I get SetUp.ex on my computer so I can use it to install my 2021 Turbotax Premier software?