It may take a while to download from Microsoft, depending on your network speed.
What is the message at the bottom of that window below the progress bar? Did it error out, or is it waiting to download?
Could you use the Finder menu Go > Go to Folder... and type in ~/Library/VMware Fusion, then hit return.
A Finder window will open, and you should see the file vmware-vmfusion.log. Zip that up and attach it to a reply.
One thing you can try is the manual procedure for downloading the VM found in https://communities.vmware.com/t5/VMware-Fusion-Discussions/VM-Fusion-13-5-Esd2iso-can-t-get-URL-for...
- Paul (Technogeezer)
Editor of the Unofficial Fusion Companion Guides