My setup fails with the message "setup cannot continue because some important files are missing". This is on a new HP laptop after I have downloaded the set up application ,exe
That error message comes from an old version of the installer and latest installer no longer contains the message at all. It appears you are using so old version of the installer that it's unable to update itself to latest version and fails.
Please download the latest installer from https://www.f-secure.com/downloads/ and try with it.
I am only an F-Secure user (their home solutions).
This is on a new HP laptop after I have downloaded the set up application ,exe
Since it is completely fresh laptop and maybe its initial OS - could you try to check Windows updates and to install all available (critical/important) ones? Just for sure that it is not a reason for stuck with installation.
In addition, you could try to use F-Secure Uninstallation Tool before further attempts to install F-Secure SAFE. Because, maybe, after unsuccessful tries - there can be broken state and good to avoid that too. Tool is available there: https://www.f-secure.com/en/home/support/tools
thanks a lot ;)