Chocolatey is a third-party package manager for Windows that can automate installation of most such programs through the Command Prompt or PowerShell. Great stuff!
There’s another version of Windows 10 that’s always around, different from the base version you boot when you fire up the normal operating system. It’s somewhat misleadingly called the Windows Preinstallation Environment. And indeed, it does provide a basic runtime environment during Windows installation that takes over from the primary OS when a new OS
One of the small, free Microsoft tools I use and like very much is Microsoft Download Manager. It is quite old, and hasn[t been updated since 2011. But because it is so simple, it works well even in the latest 20H1 prerelease Insider buillds. I am sure that it will work in in future Windows