I should add that I have also tried installing the client browser on an old Windows 7 VM. I don't recall installing the client components SDK on that machine. My guess is that the SDK must have been installed along with Visual Studio or some of the VS tooling on that machine. I don't see it installed in Programs and Features, for whatever that's worth. But my guess is that if you're on a "developer machine", you might already have the client components, but if you're not a developer then you will either need to run the tool somewhere else or install the SDK locally.
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