Download the HDP Installation zip file and extract the files. The zip contains the following files:
HDP MSI installer
2.4.0.0.sources.zip
apache-slider-0.80.0.2.3.4.0-3485-source-release.zip
gplcompression.dll
hadoop-lzo-0.4.19.2.3.4.0-3485.jar
hdp-2.4.0.0-01.cab
hdp-2.4.0.0.cab
lzo2.dll