Hi David,
Does the machine not have internet access? If it does, why not use
Install-Module -Name AzureAD
Check out this link - https://www.powershellgallery.com/packages/AzureAD/2.0.2.76
I’ve seen cases where the PSGallery wasn’t registered, so if the command fails even with internet access, try
Install-Module -Name AzureAD -Repository PSGallery
If this works, you’ll need to re-register the gallery repository so you don’t have to type -Repository PSGallery every time you want to install something.
In that case, see this link for some great tips - Whom you miss PSGallery with Get-PSRepository! · GitHub
I hope this helps!