Hope you are having correct permission and using compatible splunk UF version for installation (64bit or 32 bit ) , to match with your system configuration
can you please check first_install.log from from following location and was it showing any errors?.
Also can you check splunkd.log errors about installation of UF from same location
if above steps doesnt help
can you try to to clean installation from cmd using following command
Replace <splunk forwarder......>.msi with actual msi name
msiexec.exe /i splunkforwarder_x64.msi AGREETOLICENSE=yes SPLUNKUSERNAME=SplunkAdmin SPLUNKPASSWORD=Ch@ng3d! /quiet