Hi Paul
Sorry if you've already considered the installation requirements but in case not...
I assume you have checked that your system is compatible? You must have Windows Vista, Windows 7 or Windows 8 or for Mac OS X 10.7 through 10.10.
Instructions say you must close PSE and any other image editing software before installing Nik.
During installation, the installer is supposed to automatically locate your image editing software and install it in the right location. It's possible this has gone wrong. It appears you can change these settings during installation. For PSE, the plugins should be installed in a folder called Plugins in PSE.
I don't know if Nik installation requires administrator privileges but it wouldn't hurt to log in as an administrator before installing if you haven't already done this.
In Windows, the actual software installs under the Programs folder in a subfolder Google> Nik Collection. In the plugins folder in PSE, there is a subfolder Google with further subfolders for each Nik tool (see screenshot). This has shortcuts to the actual applications installed in the Programs folder. It may be that Nik has installed these shortcuts in the wrong place. You can try searching your system for these shortcuts and physically moving them to the PSE Plugins folder but keep them in the 'Google' folder. DO NOT move the actual Nik applications - only the shortcuts. If you are using Apple, I'm not sure what the setup is there. Maybe others can help with that.
If none of this works or you don't follow some of it, please post further details including full details of your computer operating system, all image manipulation software (if you have other software besides PSE installed) and any specific questions.