The main installer will be found in the ArcGIS Pro 2.x > Required directory, with the file name beginning "1. ArcGISPro_2x" and ending in ".exe"
After the file is downloaded, double-click on the icon. The installer will ask for a destination folder for files. Unless you prefer another location, agree to the default location.
Click the Next button.
After extracting, the program will indicate that installation files have been successfully extracted to your computer. Leave the check box selected and click the Close button.
The setup program starts. Click the Next button.
Review the license agreement. Select the "I accept the master agreement" option and click the Next button.
Select a Complete installation and click Next.
If your computer has multiple user accounts, you may be prompted to select whether you want the ArcGIS Pro to be made available for all users on the computer or just you.
If you wish to install ArcGIS in a different location than the default, click the Change button and navigate to the desired location in the resulting file explorer. In most cases, the default location is appropriate. Click the Next button.
Click Install to begin the installation. Note that the installation may take a significant amount of time - perhaps more than 30 minutes.
The setup program will indicate when the installation is complete. Click the Finish button to complete the software installation portion of setup.