Is Windows totally up to date, including Internet Explorer? Even if you don't use it McAfee does.
"install anything" ? Can you clarify that please? Unless you've set the firewall to lockdown status I can't see how that can happen unless you are trying to install from a doubtful/bad source.
Also open McAfee, click "About" and post the SecurityCenter version/build details.
As Colleague Ex_Brit stipulated, please give us a 'ScreenShot' Of your Version/Build, you can obtain this from Clicking on 'About'. Also if you seem to be having difficutly installing, try using Internet Explorer, as it is part of Windows 10.
Also have you installed the latest 'Update/Upgrade (1511) ? Plus make certain you have the latest 'Adobe Flash Player'
All the Best,
Keeping in mind,if you elect to reinstall. You must first uninstall from your Programs/Features first/Restart. In order to release your used License, and follow up by using the latest (MCPR) Tool to remove any remaining remnants before going to your Account to reinstall, if necessary.
I would also add that as Microsoft block all apps from accessing Edge, it's not the best browser to use at the moment. Once they allow add-on/apps then things will hopefully improve as it is a well-designed browser.
Try IE11 for your downloads, while it's open click the cogwheel at the upper far right corner to bring up Webadvisor. Make sure it is set to scan searches in all browsers (except Edge of course).
As I really am not too sure about Edge's relationship with antivirus software, I really think Technical Support might be your best bet.
It's free of charge by phone or online chat and linked below.
If you see an email option, I don't recommend that as it is a slow way of getting support.
We need more information on exactly what's not working - can you share some screen shots of the actual problem, or a more detailed description of why you think McAfee is stopping you doing something?