If you cannot download (or install) the game or the patch you need to create a rule in your antivirus / firewall / defender. In some cases, your windows antivirus will see the game as a threat and block the download or the install process. If this happens, you must or disable Real Time protection in your antivirus or (recommended way) create a rule to always ignore DK Legend folder. To do so please follow the following links:

https://support.microsoft.com/en-us/windows/add-an-exclusion-to-windows-security-811816c0-4dfd-af4a-47e4-c301afe13b26#ID0EBF=Windows_10
or
https://www.youtube.com/watch?v=lLBCOnt8bEA

Also, if you are on Win10+, when you install the full game game, if you have a different partition it is recommended to install it there, not on same partition with windows (usually c:\). Win10+ it is very restrictive with the applications that are installed on the windows partition (the boot one). Anyhow, make sure you run the installer as administrator (right click on the installer > properties > run as...).

When you are installing only the patch, after you download the patch, make sure you copy it in same folder where the game is installed (c:\program files x86\dklegend).

After installation is done (you installed full game, or the patch) you should run the launcher as administrator always. The launcher is downloading data about version check, updates, guilds icon and some other info needed by the game. If windows restrict its normal execution the launcer wont be able to download the needed info, because it has no permission to write on the windows partition (c:\...)