The problem occurs with the Blender MSI attempting to access the following locations, if you have previously moved your default user folders (such as Documents, Downloads, etc.) to another location.
This occurs even if you are a full Administrator on Windows 10.
The files the installer attempts to create in this location are:
Blender.lnk (unsure of folder)
Modifying permissions of the
C:\Users\[username]\AppData\Roaming\Microsoft\Installer folder to add Full Permission to System will help, and allow you to progress and then skip the subsequent error messages.
I think the Blender installer may need tweaking to resolve.