ITunes doesn't download stuck on creating shortcuts

Hello Aurelio_Ac,
I understand that you are attempting to download and install iTunes on your computer. With what you have described, I know that it can be frustrating but after a few troubleshooting steps, we can get installed and working for you.
I would start with the article below as it is a good starting point on isolating issues on iTunes installation. Once you have it figured out, you should be able to install it without issue. If you are trying to install iTunes from the built in software update in iTunes, try downloading it from Apple's website and try that installer.
If you can't install or update iTunes for Windows
https://support.apple.com/en-us/HT201668
Let me know if you are still experiencing issue and I can suggest some additional troubleshooting.
Take care