I have downloaded the OS Catalina, but when installing it on my Macbook Pro it does not install and there is no error displayed?

Do you have any anti-virus apps, cleaning apps, or third party security apps installed? These types of apps may prevent the macOS installer from working. If you have these types of apps installed, then uninstall them by following the developer's instructions. These types of apps are not needed with a Mac and usually cause more problems than they solve plus they impact system performance. You can also try booting into Safe Mode to run the installer.