If the installation is interrupted, it is possible to end up re-running the installer (by clicking on the icon with the orange arrow), rather than the desktop icon which you'd need to double-click to proceed with the download.
Unfortunately, if you re-run the installer, this will actually uninstall the game. Therefore, you would need to double-click the icon with the orange arrow to re-install.
However, if you do still have it installed, double-click on the desktop icon to proceed instead.
Installer icon: Double-click to install the game (launching this after the installation will uninstall the game).
Desktop icon: Double-click to proceed with the download after the installation.