When running the prerequisite installer for SharePoint 2016 on Windows Server 2016 you may run into a download error on the SQL Server 2012 Native Client:

Note that this also occurs on SharePoint 2013 on Windows Server 2012 R2

A quick review of the installation log file and you'll find that the download fails with:
Error: InternetOpenUrl failed (0X80072F07=-2147012857)

After confirming that your internet connectivity is fine, double-check the Internet Explorer > Internet Settings > Advanced, and disable the warning 'when changing between secure and not secure mode':

This warning is enabled by default to let you know when a page is going from HTTPS to HTTP, and is probably a good idea to re-enable the setting once you've installed the SharePoint prerequisites.

Or, if you'd prefer you can always download the prerequisite files and install them in offline mode - just be sure to pay attention to the various installation switches. Here's an article by Dan Holme over at ITUnity that provides a PowerShell script (on GitHub) that will download the prerequisite files for you.