Hi Ashishm3,
By default SEP gets install on the root drive, however even you tried to install on custom location few entries get registered on C drive.
Make sure c drive is exist on local machine, user profile is not shared.
Temp folders are exist on root drive.
Screenshot and sep_inst.log can give good evidence about root cause.
Check the articles shared by Shrikanth as well, those are public KB's to refer.