Oh man …
For example: click on the plus sign left of “Digitakt”.
A list will open up which shows components for the Digitakt you can install.
In this list you need to select one to get the button enabled (selecting means click on it so it gets highlighted). In your case select the VST plugins of Digitakt.
This is done, because when you want to customize something, you normally don’t want to install everything in a single directory. You don’t want, for example, the standalone app to get installed into the VST folder, won’t you? Only the VST plugins should go there.
So you need to tell the installer which parts/components you want to install where by selecting them first and then change their path/location.