Sonatype is no longer shipping the GUI/Wizard based installer that was available in versions 3.0.x of Nexus.
Users who previously installed using the wizard based installer should upgrade using one of our installation archives instead:
Q. Why was the GUI/Wizard installer removed from Nexus 3.1?
A. Since Nexus 3.0 has been released we have found numerous problems with the way the wizard based installer handles upgrades. We've made the determination that the amount of effort needed to fix all of these issues would be considerable. At this time a decision has been made that developer time would be better spent on fixing issues in Nexus 3, and creating new Nexus 3 features.
Q. Is the GUI/Wizard installer permanently gone, or just suspended?
A. It has been suspended until such time as we have the resources to devote to it to make it work properly.