Both the latest SDK and WDK downloads (actually web installers) appear to be broken, at least they are broken on my system. The installer fails claiming that components are corrupt.
ERROR: Failed to verify the integrity of payload [pay23B96877F438C7C71CB94B966A6CA16A] for Package package_WindowsDebuggingWDKIntegrationVersioned_x86_en_us
The sdk (10.0.26100.1742) eventually installed from an iso download.