I am new to GOG.com, and I'm sort of having a problem with installing the game. When the setup menu pops up, it warns me that there are installer files missing, and that I need to make sure I have the necessary parts downloaded. What is it talking about? I don't know what I need to download before I install. When I try to go further and install the game, it brings up my documents. I'll open the file it has selected (setup_pillars_of_eternity_2.3.0.7-1) and it just says file not found. When I cancel, it just cancels the installation process :/

Has there been anyone who has had this same problem? What do I need to do to fix this?

I just installed the game last night and had some questions as well. What you want to do if manually installing is download the first 3 files that come up after clicking on the game. They will be listed as 1 of 3 - 3 of 3. The first file is smaller and is the executable, the others you need to download but not open/run. Also download the last patch which is like 3 MB and says 1.06 Hotfix 2 (GOG-8).

Once all 4 files are downloaded run the first executable file that said it was part 1 of 3. This should install the game for you. Once the game is installed run the 3 MB patch and you should have the most up-to-date version ready to play.

Hope this helps.