There is a huge lack of information in your question. At the first gist, anyone could only give you two solutions:
a. Check your internet connection
b. Check if you have the required permissions to download the support packages.
Some additional information that might help you get answers would be:
a. At what point during the installation do you get the error?
b. How repeatable is it?
c. Attaching a Screenshot of the error would help, and providing the entire error message.
A similar question has already been addressed here: https://www.mathworks.com/matlabcentral/answers/285833-why-do-i-receive-the-error-there-was-a-problem-downloading-the-support-package
Refer to the following link: https://in.mathworks.com/matlabcentral/answers/6200-tutorial-how-to-ask-a-question-on-answers-and-get-a-fast-answer
