Getting Errors Trying To Installing Windows Azure AD or MS Online Modules on Windows Server (4342047)

Trying to install the Azure AD Module or MS Online module, Power Shell returns the next error:

WARNING: Unable to download from URI 'https://go.microsoft.com/fwlink/?LinkID=627338&clcid=0x409' to ''.
WARNING: Unable to download the list of available providers. Check your internet connection.
PackageManagement\Install-PackageProvider : No match was found for the specified search criteria for the provider
'NuGet'. The package provider requires 'PackageManagement' and 'Provider' tags. Please check if the specified package
has the tags.
At C:\Program Files\WindowsPowerShell\Modules\PowerShellGet\1.0.0.1\PSModule.psm1:7405 char:21
+ ...     $null = PackageManagement\Install-PackageProvider -Name $script:N ...
+                 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
    + CategoryInfo          : InvalidArgument: (Microsoft.Power...PackageProvider:InstallPackageProvider) [Install-Pac
   kageProvider], Exception