Recently I found myself installing a CRM 2016 server on a development box to begin the process of fixing issues to migrate to D365 on-prem. This is the very first issue I encountered.
While the installation began, it required SQL 2008 Native Client as a minimum requirement. However when I clicked on Install, I got the error message "Download Failed". The server had a higher version but looks like the 2008 native client is a must for the install to run. To diagnose, I opened up the URL the download was trying to get the file from (from the installation error logs) and found that this link is not valid.
Resolution:
To resolve this problem I manually downloaded the SQL 2008 native client from Microsoft site here (https://www.microsoft.com/en-us/download/details.aspx?id=57606) and installed it and then restarted the CRM Front End Server installation. This resolved the issue.