When I attempt to install the On-Premises Data Gateway I receive the error: “ Content within this application coming from the website listed below is being blocked by Internet Explorer Enhanced Security Configuration”

Most likely the default browser on the target machine for the On-Premises Data Gateway install is set to MS Internet Explorer and is unsupported. In order to turn off the Internet Explorer Enhanced Security Configuration you will need to set the default browser to one other than IE such as Edge, Chrome, Firefox.