Ok, as it often happens, once I posted this question, I managed to solve the problem.
So, here's the descriptino for those who face with the problem in future.
First of all, I failed to download the .NET 4.5 SDK from the internet, and I had to copy the necessary files from the machine, which has it installed. I don't know why it didn't work the first time, though. So, I copied the following files:
- sdk_tools4.msi
- sdk_tools4.cab
- NetFx45_DTP.msi
- NetFx45_DTP.cab
The installation process then looked like this:
- Run
sdksetup.exe
- Choose only
.NET 4.5 SDK setup
checkbox - It attempts to download the package, fails and prompts for the local path. Point it to the local copy of sdk_tools4.msi (I suppose it expects the
cab
file in the same directory) - Repeat the previous step for
NetFx45_DTP.msi
Afterwards, the installation went smoothly and installed the .NET 4.5 SDK successfully.
NOTE: if you don't have a machine where .NET 4.5 SDK is already installed, it might be a show stopper for you.