Peter, Thanks for posting your question in the forum. I would like to invite you to forward your question to our regular technical support. They might have faced this issue before and if not, they will raise the problem back to development to address it. You will probably need to communicate them so information such as the installation log of the PI SDK which will copied under your %PIHOME%\dat folder. Two files are located there with the following names: Setuppisdk.log and Setuppisdk_X64.log. They should contain error messages related to your problem.
Let me know if you have any other questions regarding this.