This could just be my system, since I have a heavily hacked (NTLite'd) version of Win10. But when I installed MEP 2020, the downloaded downloaded a 937 GB file to a folder under IE downloads and also to the Documents folder in my Admin account. (Plus another largish file somewhere else.)
After install was up and running, I thought the files would auto delete.
But they didn't.
I found that running DiskClean removed the first one (as part of cleaning up IE's cache). But the other one remained.
I copied it to another drive, then deleted it off my C drive. (SSD)
I think the other install files did go away. (Although now that I write this, I should go back and check.)