trying to install on MacBookPro with Parallels and Windows 8.1. Downloaded the CreativeCloud.exe but says I can't install from network drive

I sometimes like to use Photoshop CC and Lightroom on the Windows side of my MacBookPro with Parallels. I had to reinstall Parallels and also Windows 8.1 recently and am trying to reinstall some of the software that I had previously on the Windows side. I downloaded the CreativeCloud.exe program and when I try to install it from the Windows side, get a message that I can't install Creative Cloud from a network drive. Where can I put the CreativeCloud.exe so I can install it?

Thanks!