I found my way to the download site and grabbed what I though was the correct install where I got the following error: Installer encountered an error: 0x80096002
Eventually I discovered that Windows Identity Foundation is a feature and I just needed to activate it via the Server Manager.
So if you have this problem just jump into Add Roles and Features and look for Windows Identity Foundation 3.5.
What I was looking for was right in front of me and I didn’t even see it. Such is many thinks in life.