That's too bad. Do you know what the "..." part said? Did it lose the connection to the server? Did you look in your download folder to see if anything was there? Maybe try again later, like let it run tonight while you sleep?
One thing to keep in mind with big files like this, they will not work on devices that use the FAT32 filesystem which has a 4gb limit per file. This is the old Windows standard, but it's not likely to be used on your PC's internal drive. There are some older external hard drives that might be formatted as FAT32, and it's (unfortunately) still a standard for USB flash drives up to 32gb.
You can still use big files on these flash drives if you format them as exFAT however.
One thing to keep in mind with big files like this, they will not work on devices that use the FAT32 filesystem which has a 4gb limit per file. This is the old Windows standard, but it's not likely to be used on your PC's internal drive. There are some older external hard drives that might be formatted as FAT32, and it's (unfortunately) still a standard for USB flash drives up to 32gb.
You can still use big files on these flash drives if you format them as exFAT however.