This is a common problem. The stub installer which actually loads the network link to the latest build sometimes fail to download entirely. Try the full installer instead and try to uninstall any old build from the OS add and remove program utility. The latest build was from Aug.12, 21.
WD Discovery for Windows
WD Discovery Full installer for Windows
https://download.wdc.com/wdapp/WD-Discovery-win-full.zip
WD Discovery for macOS
WD Discovery Full installer for Mac