No. CyberGhost clients are installed without any problems and only require your account settings, if you want to use a subscription.
However, it is possible that various Firewalls (usually those not complying with the standards) may interfere and block data transfers. In such cases, please introduce CyberGhost to your firewall and put it on an exception list. If in doubt, how to do that, consult the product's manual or contact the manufacturer's support. Also the CyberGhost support will gladly help you solve the problem.