The initial download and install can take some time, depending on your system's speed.
My old potato took awhile.
If you have an old potato, maybe get it started and go make yourself a cup of coffee. Once the game is installed, you're ready to receive the patch update for the test. Last few tests, they opened up the character build/settings area, and let people/guilds claim cities, before the alpha proper started. That helped a lot!
If this is the first test you're playing, your patch will be way bigger than that of folks who participated previously. It may mean making another cup of coffee.