You cannot run the original legacy .exe installers on these versions. Instead, .NET 2.0 is bundled within .NET Framework 3.5 .
https://download.microsoft.com/download/C/6/E/C6E88215-0178-4FA7-B7A3-0E7E2E2E8E2E/NetFx20SP2_x64.exe net framework 2.0 offline installer
If the above link ever breaks, search Microsoft Update Catalog for “.NET Framework 2.0 SP2” – look for the file with NDP20SP2 in the name. You cannot run the original legacy
While Windows often tries to download these components automatically, an offline installer is often necessary for: Run (enable) .NET Framework 2.0, 3.0, 3.5 in Windows 10 3.5 in Windows 10