This is permission issue. The user (normally is Sitecore administrator) you use to install the Sitecore commerce need to have "sitecore\Commerce Administrator" role.
I have Sitecore 9.3 installed at my local already, as a new eCommerce project will start soon it will be good for me to try Sitecore Commerce first.
The latest version is Sitecore Commerce 9.3. I download the package and follow the instruction to modify the install script - Deploy-Sitecore-Commerce.ps1
The installation stop at CommerceEngine-Initialize step, and always return 403 error.
It turns out because of i moved the Users and Roles to a separated security table, but the install script still using core database.
If you have same issue, you will need to update file Configuration\Commerce\CEConnect\CEConnect.UsersAndRoles.json to with correct connection string to your security database.