Hi all. I'm new to this game and am having some problems installing it. As shown in the attached screenshot, the downloadable files are divided into two sections:
* Game installers and updates
* DLC installers

I downloaded the first five files:
* Pillars of Eternity (Part 1 of 5)
* Pillars of Eternity (Part 2 of 5)
* Pillars of Eternity (Part 3 of 5)
* Pillars of Eternity (Part 4 of 5)
* Pillars of Eternity (Part 5 of 5)

After installing the game with those five files, I permanently deleted them to save my disc space.

And then I downloaded the sixth file: Patch 3.07.0.1318 to 3.7.0.1431. But after I clicked this file, the dialog asked me for the location of "part 1". Because I had permanently deleted the "part 1", I could only exit the installation of this patch.

My question is: What's the correct steps of downloading the files and installing the game? Aside from the first five files (which need to be all present to install the game), do I have to install every file one by one and avoid deleting any of them until all files are installed? Should I download them all first before starting any installation?

The game is fully patched to the latest version if you install the first five files. The name of the installer ends with 3.7.0.1431 (as seen in your screenshot, middle row), if you look at the patch files they update earlier versions of the main files to the latest release so are not needed if you installed from the five main files.

The same goes for the DLCs, just download the main files - with 3.7.0.1431 in the middle row - and ignore any patches. Hope this helps.

Thanks. You're right.

And it turns out the "part 1" refers to part 1 of the patch files. I didn't know that and re-downloaded the first five files again. :|

I think the installation page lacks a proper instruction.

Yes. The game is running successfully. I'll inform the customer service of this thread and hopefully they would improve the download page.