When the installation fails with the following error:
Service "SonicWall Secure Mobile Access" (SnwlVpn) failed to start. Verify that you have sufficient privileges to start system services.
The error is occurred due to corrupted MS Visual C++ 2015-2019 runtime on the windows machine.
To repair MS Visual C++ runtime
Install the latest runtime from https://support.microsoft.com/en-us/topic/the-latest-supported-visual-c-downloads-2647da03-1eea-4433-9aff-95f26a218cc0.