Suggesting to add additional information for customers running Ops Mgr on Windows to this page:
https://docs.opsmanager.mongodb.com/current/tutorial/configure-local-mode/#populate-all-the-onprem-servers-with-the-tgz-files-for-the-mongodb-binaries

Specifically, one needs to download the .zip-ed binaries from the website and then extract them in the configured download folder. Also note, that if you just right-click and "Extract All" from Windows explorer then it may create another nested folder, which you need to clean up.