I removed the installation and reinstalled it. I am still getting the same error. I will try again. There appears to be some artifacts left when uninstalling.
Are you installing the latest VisualGDB 5.2R9 (or 5.3)? The installer should normally create the “C:\Program Files (x86)\MSBuild\Microsoft.Cpp\v4.0\Platforms\VisualGDB” folder with 6 files inside it. Is the folder created? If not, please try running msiexec /l* visualgdb.log /i VisualGDB-<version>.msi and then submit the log file here so that we could check why the MSBuild platform is not installed.
It looks like the MSI file is corrupt. Please try re-downloading it and ensure that you have administrator permissions on that machine (and that your antivirus is not accidentally blocking access to the MSI file).