Sometimes installing the additional files (material library - Corona 14 and earlier only, NVIDIA GPU AI Denoiser, Corona Image Editor) may not be desired. In such cases you can install Corona without the additional features. To do it, select the "Advanced" installation mode in the installer, and pick the desired items. The installation will then proceed normally, but the deselected items will not be installed.
Note: Starting from Corona 15, the Corona Material Library accessible from the Corona Toolbar has been removed entirely. All those materials, and more, are now available exclusively through Chaos Cosmos. The material library is no longer part of the installation and cannot be selected as an additional component.