Download the HDP Installation zip from http://public-repo-1.hortonworks.com.s3.amazonaws.com/HDP-Win/2.2/2.2.4.2/hdp-2.2.4.2.zip and extract the files. The zip contains the following files:
HDP MSI installer
Sample
clusterproperties.txt
fileCompression files:
hadoop-lzo-0.4.19.2.2.0.0-2060
gplcompression.dll
lzo2.dll