Need help with setup being stuck

Well, check if you're able to start the game. Once it's 100%, there's usually a button which says "終了" (Finish) somewhere.
 
well, it's not the answer you ask, but with many game from Waffle - like this one - you should be able to just copy & paste the game data folder and play from it on your HD without installing the game. (although that might not work on all version : dl / physical).
 

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