Think in terms of a linear script, where A happens, then B, then C, & so on...
When you run a GOTD setup.exe file it contacts the GOTD server(s) to verify the offer's still good, if yes unpacks the offered program's installation file(s) into memory, runs that installation file, when that installation program terminates it displays the GOTD message about activation, then on exit opens a GOTD web page in your browser.
When the GOTD is a game everything's the same, but the installation file is often a WinRAR self extracting file -- RAR files are comparable to zip files -- WinRAR is comparable to WinZip -- self extracting files are the compressed archive itself bundled with a mini-copy of the program you need to unpack the archive, so when you run a self extracting file it unpacks the archive without you having to do anything else, like in this case you don't have to download and install WinRAR software.
When the GOTD includes activate.exe the program contacts the server(s) as above, then does something, often just adding new entries into Windows registry rather than running a separate program like happens for installation.
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Now, zip files store data on how big the zip file is, so if you try to unpack an incomplete zip file chances are it will not even try to work. My experience has always been that if you can unpack a zip file it's complete. Once you unzip a GOTD download if anything's missing it's because something nabbed one of the included files before or as it was written to disk. [It's theoretically possible the GOTD team could error & leave something out, but it's never happened.]
OK, so everything's there & you run setup.exe, and assuming the offer's still good the installation file(s) for the program offered is unpacked into memory. Next the GOTD software will execute the command to run that installation program from where it's stored in memory. If that installation program has been removed from memory there's nothing to run. If that installation program unpacks its files & those are then removed, the installation program cannot proceed. If WinRAR starts but the archive has been removed, there's nothing for it to unpack.
The error messages that are baked into software are limited by how much time & effort the software's coder(s) wanted to expend, & basically say whatever the coder(s) thought might be useful to either themselves or the user. Oftentimes there is no message that says "My files disappeared" -- I don't think that's something many or most coders would think of. Running software might not even know they're missing -- it issues commands to do something with whatever files, but doesn't necessarily check 1st to see if they're even there. It would be easy to think: "Why bother? Where could they go?".
The answer can be Anti-Virus software. There's [hopefully] nothing else that goes around your system eating files. Some people make the assumption that software erred, perhaps never put needed files where they were needed in the 1st place. Software can, & often does have errors, but they are not usually iffy things, at all. The specific circumstances or situations where errors occur can be unusual or even rare, but once those conditions are met, an error will occur every single time.
SO when & if you suspect a software error, the very 1st thing to do is see if it happens to everyone else. OR you can try the same thing on different laptops/PCs running different hard &/or software. In the case of a GOTD where many thousands of people might download & successfully install an offered app or game, if one or a few people cannot, odds are extremely high something's different on their systems, & the software itself is not at fault. If a GOTD won't install &/or activate successfully for you, & there are no widespread problem reports, The question then becomes what's different on your system. Again the answer can be the Anti-Virus or other security software you installed.
In the forum you'll find threads with hints & suggestions, e.g. running in Safe Mode with networking. Whether you are inclined to blame security software or GOTD, if/when security software prevents a GOTD from installing/activating correctly, is totally up to you. Myself, I think it's a bit like blaming Mother Nature when I go outside in the rain & get wet. :)