This episode is not yet installed. Wait for the installation of the episode. (Quantum Break)

Playing steam version. It worked fine the first levels and the first episode of the series passed without problems. In the second act, during the transition from part 2 to part 3, got the message This episode is not yet installed. Wait for the installation of the episode. And then I went to the game. How to understand this? There's an episode of the series should be, or what does that mean?