Windows Couldn't Connect To The Internet To Download Necessary Files 0x800F0906

When trying to install Windows Features, you get this error:

Windows couldn’t complete the requested changes.

Windows couldn’t connect to the Internet to download necessary files. Make sure that you’re connected to the Internet and click “Retry” to try again.

Error code: 0x800f0906

This is because you are using a WSUS server to get your Windows Updates from, but the WSUS server doesn’t have the necessary files.

To fix this, you can either install the feature through a DISM command, or you can set the following GPO to tell the computer to get it’s Windows Updates for feature installation from Microsoft directly, instead of the WSUS server. The following GPO will do this for you:

Computer Policy -> Computer Configuration -> Administrative Templates -> System -> Specify settings for optional component installation and component repair