Before you can install the 800MB file containing the ConfigMgr install, you have to download more files. Microsoft likes making installation difficult!
This is fine on most systems with internet access – but when installing isolated labs, it can be a pain in the ass.
Luckily you can download the Prerequisites on another machine and copy them into the Lab environment.
<ConfigMgr Extracted Source> \SMSSETUP\BIN\X64\SetupDL.exe “C:\Path”