I tried to be thorough in my description, but realized based on your responses that I wasn't even close. Haha..
I installed from Steam directly, yes. When it "downloaded" there was no issue. It simply downloaded quickly, and upon checking my
C:/Program Files/Steam/SteamApps/Cry of Fear/
folder, I found.... quite literally nothing, an empty folder.
Upon the "completed" download, the game was showing as "in my library". Same as the rest of my downloaded games. Clicking it gives the error message that there is a "missing executable" (rofl, really? folder is empty...).
The first troubleshooting I did was to verify the game files cache, and that returned... nothing! It said everything was installed and correct, no game files missing etc. ...? So next I uninstalled and reinstalled to no avail. Same outcome as the first download. I've tried restarting Steam, my computer, deleting the Cry of Fear folder entirely and reinstalling (as it didn't seem to delete the folder on uninstall), and a few other things like disabling my firewall and a few programs Steam suggests you disable if you're having install issues with games. None of the above has worked, and I'm really at a loss as to what the problem is or why my computer fails to see that there is a problem aside from a missing executable when it tries to run the game.
Hopefully that gives a little more insight, but if any more is needed I'm happy to provide further insight if possible. I guess screenshots would be the next step of showing what is happening, but a screenshot of an empty folder that is supposed to contain game files doesn't do much good beyond showing I'm not making it up.
side note: I had a friend install it on her computer/Steam and she had no issue with it. So it's something on my end. (and it also reaffirmed it should not be a 1kb download, but rather a 2.3GB or so dl, heh)