The Nano S device has given installation problems. I procured it on 23 November, 2021. Received the device on 24 December, 2021. I have downloaded the Ledger Live and attempted to install the device by following the steps below:
Launch Ledger Live as administrator (right-click on the app icon then "Run as Administrator"), this is very crucial.
Use the original USB cable that came with the device.
If you don't have the original Ledger cable anymore: make sure you are using a cable that enables data transfer, instead of just a charging cable.
Try to use another USB port and try connecting without a USB hub/dongle if you're using one.
Close all other programs running on your computer, especially the third-party wallets.
Turn off your anti-virus, VPN, and firewall temporarily. Whitelist Ledger Live if possible.
Update your drivers if an update is available, you can find instructions on how to do so in this article).
Restart your computer.
A few days back I had run the installation process continuously for three days. No change. I contacted Ledger support and was instructed to follow the above steps. In my opinion the device is faulty.