The problems you are having are unusual as it normally installs the store app without issues. However, Athom do constantly changed things, which can sometimes cause problems. Plus, there can be various user configurations that also put a spanner in the works. @MaxvandeLaar has done a great job providing the Community Store and he is not responsible for the Getting Started - Homey Apps SDK ,that is produced by Athom and aimed at developers, which is not normally required to install the app.
I can understand the frustration when things don’t work and we also feel it when we see users experiencing problems but all we can do is our best to help.
So can I assume that you manged to get the CLI up and running to be able to log out of Homey?
The installer that is installed by the exe is version 1.0.0 and that will automatically updated itself to the latest version once it is running on Homey.