After unpacking the Oracle install package, a double click on "setup.exe" is supposed to start the installation.
If there is a directory or folder with a space embedded in the name, the installer will not start.
Change the offending folder name by removing any spaces embedded in the name. Then re-run the installer.
NOTE: This issue can also occur when the zip file is extracted incorrectly and not all of the files are extracted. For example, when extracting the zip file, if you do not choose 'extract all' the install will fail or the installer will not start when you click setup.exe.