CHORE: Improve pyaedt installer script

[SMoraisAnsys]

Description

Open a windows when something goes wrong with the installer script and show the stderr.

Issue linked

Associate to #6701

Checklist

• I have tested my changes locally.
• I have added necessary documentation or updated existing documentation.
• I have followed the coding style guidelines of this project.
• I have added appropriate tests (unit, integration, system).
• I have reviewed my changes before submitting this pull request.
• I have linked the issue or issues that are solved by the PR if any.
• I have agreed with the Contributor License Agreement (CLA).

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 83.02%. Comparing base (f47d027) to head (9229a06).
⚠️ Report is 5 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #6702      +/-   ##
==========================================
+ Coverage   81.09%   83.02%   +1.93%     
==========================================
  Files         246      246              
  Lines       77625    77625              
==========================================
+ Hits        62949    64448    +1499     
+ Misses      14676    13177    -1499     

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