When I run the installer on a Windows 10 desktop, it loads fine.

If I install it on a server, either 2012 server or 2016 server, the service doesn't start, gives an error:

Service Web Client (Webclient) failed to start. Verify that you have sufficient privileges to start system services. The only options from there are to exit the installation. Logged inas the local and network administrator accounts.

I got a manual that introduced how to map on some Server OS.

https://www.drivehq.com/help/doc/EnterpriseWebDAVSolution/EnterpriseWebDAV-DriveMapping.htm

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 On certain computers, esp. on Windows 2008/2008R2/Win2003/2003R2/Win2012/2012R2 servers, the WebClient service may not be started (or installed). In this case, WebDAV drive cannot be mapped.The WebClient service must be installed and started automatically. Please see the screenshot below:

WebClient is a Windows system component. It is installed by default on most desktop operating systems such as Windows 7. On server operating systems, it is usually not installed by default. You can install it manually. It is bundled as part of "Desktop Experience" or "User Interfaces and Infrastructure" dependent on your OS type. Please see the screenshot below:

On Windows 2016 and 2019, Microsoft moved the WebDAV redirector service. Please see the screenshot below. You must install the WebDAV Redirector service to use WebDAV Drive Mapping. The service is not installed by default.