If you are talking about a copy, do you mean the normal installation via Steam?
Did you install everything correctly or did you change suggested paths?
See
instructions:
Were the folders empty or already used by something?
Otherwise you can also upload a savegame here.
found in
...\Documents\My Games\Skyrim\Saves, we'll need the skse and the ess of a manual (no quick- or auto-) save
pack them to a rar or zip archive and attach them to a post here
PS:
not all quests have markers, some will come up when you play attentively. Or you just didn't activate the quest?