I had the same issue with the first startup. A restart of the launcher did the trick for me, resulting in an update for the launcher bevor downloading the game.
I assume that the launcher tries to check up for a launcher update once, but could not connect to the update server, because of the windows firewall. Although i agreed the launcher access to the internet due to the windows firewall window immediately, the time window seems to small and the launcher does not try it again. Than the downloadserver refuses the connection, cause of the older launcher version.