I don’t see the “Intel Visual Studio mode” to open a command window as mentioned in the get started. All I see is Intel Software Manager.
Do I need Visual Studio to be able to compile Fortran?
Please refer to the product Release Notes for system requirements:
No, it is not a requirement as long as you have a Commercial or Academic license and don't want to use languages other than Fortran. The product will install a Fortran-only development environment based on VS2010 (for the Intel version you are using) if you don't already have a supported Visual Studio installed. If you are using a Student or Evaluation license, then you do need to separately install Visual Studio (with C++ support).
It may not have been tested with Windows 10, but it should install and work fine. Please describe in detail any problems, including complete and exact text of any error messages.
The information " it was 25 out of 26" is probably not very useful, since the number of steps to be performed is dependent on the previous state of your machine (re software packages previously installed) and the items chosen for installation from the Parallel Studio Installer. It would help if you noted the "installing ..." message that preceded the failure.
There should be a log file in your %TEMP% directory from which you could ascertain details regarding how the installation failed.