I started up my downloaded version of ssf2 as normal. The weird thing is that when it was loading it got stuck saying "5% Loading". I tried to close the game and reopen it but it is still stuck loading. Can anyone help me with my problem. Thank You!

5% means you didn't extract the game in it's entirely. Extract the entire archive to your desired location so that the file hierarchy is:
C:\
|---Users\
|---|---TS Doqtor Kirby\
|---|---|---Downloads\
|---|---|---|---SSF2\
|--|--|--|--| SSF2.exe
|--|--|--|--|--data
|--|--|--|--|--|--| DAT1.ssf
|--|--|--|--|--|--| DAT2.ssf
|--|--|--|--|--|--| DAT3.ssf
|--|--|--|--|--|--| ...
|--|--|--|--|--|--| DAT86.ssf or whatever it ends on.