I finished downloading and began the setup. It finished checking the Integrity, and then an Error window popped up, telling me some parts are corrupted and I need to download again:
setup_nwn_diamond-1.bin

How do I download this specific file?

click My Account

click on the game

click on "download using browser(2 of 3)"

I think that is the right file, though it may be 3 of 3 that you want

In either case don't exit the browser you are using until the download is finished. And in the future, as we stated in your other thread, try not to use the gog Downloader but instead the "download using browser" option, the gog downloader has some bugs on certain computers.