The installer unpacks the installation to "C:\Autodesk\Autodesk_Revit_Architecture_2012_English_Win_32-64bit\"
You may have to run "Setup.exe" there. Allow a few hours to do it. A reboot may be needed for the install.
After 2012 is installed run
Autodesk_Revit_Architecture_2012-x86_Update-2 (exe – 250 MB)
for 32-bit Windows or
Autodesk_Revit_Architecture_2012-x64_Update-2 (exe – 280 MB)
for 64-bit Windows