That installation window you saw does not actually install El Capitan, if you read it it says it will take 7MBs of disk space, no Mac OS is only 7MBS. What it does do is convert the InstallMacOSX.pkg to the Install OS X El Capitan.app which you will find in your Applications folder.
Read the full instructions below.
How to upgrade to OS X El Capitan – Apple Support
Go to Section 4 and click on Download OS X El Capitan.
This downloads InstallMacOSX.dmg to your Downloads folder.
When downloaded open to InstallMacOSX.pkg, double-click on
that and an installation window will open, this does not install El Capitan
but converts the .pkg to the Install OS X El Capitan.app which you will find in
your Applications folder, it should be 6.2GBs in size.
To start the installation of El Capitan double click on the Install OS X El Capitan.app.
The copy of the install app self deletes after installing El Capitan, so make sure you keep a copy of the InstallMacOSX.dmg
if you need it in future, or you could just make a copy of the Install OS X El Capitan.app prior to installing and moving it to
an external drive for safe keeping. It is also possible to create a bootable USB installer disk, using the Install OS X El Capitan.app
in the Applications folder, and the createinstallmedia command in the Terminal app. Read the instructions here,
How to create a bootable installer for macOS – Apple Support