Thank you for support. I tried all steps, clear browser cache/cookies in Steam, clear download cache, Steam restarts and asked my username and auth code.
Still the same problem. When I click install I see the box to select my directory, but there isn't the amount of data showing what will be downloaded, what happens normally.
If I click next I have to accept the download agreement, and Steam tells me download is finished, it creates the folder, without any data in it. When I click play it misses autorun.exe