@WeiXing3D
IMHO, it's very difficult to give any direct advice based on the limited info you have written above. Don't even have the files you have, so can't check it up.
Maybe it's like itix say, that it's trying to run installer from wrong location? That's a pretty common thing. Snoopium is a great tool for finding out stuff like this. Try it!
Anyway, personally I prefer installing manually anyway, since install scripts not seldom makes strange assumptions etc that can f!ck up your system in the end. Better to have control yourself IMHO. What the install scripts does basically, is to copy files from one location to another, which you can do yourself. Having a look at the install script in a text editor/viewer will show you exactly what it does, and you might have to/want to "translate" the destination etc etc into your own MorphOS context. Usually this is very simple though, and quite often it's simply enough to copy all the contents into the same application folder on your HDD. Then if the app is not working/starting up properly when you try it, then Snoopium will tell you *what* the application is looking for, *where* it is looking for it, etc, and then you can move stuff accordingly until the application is happy and there are no more errors!
