While running Photoshop on Parallels isn't an officially supported configuration it should be possible to install and run Photoshop in Parallels.
Can you describe the process you're using to try and install?
The process I would suggest is launching Windows Explorer from the Windows desktop. Navigate to https://creative.adobe.com/products/c... and download the Creative Cloud application first. Once that's installed and launched, click on Apps and select Photoshop to start installation.