Both the Native Client and Command Line Utilities packages can be found in the SQL Server Feature Pack for your version of SQL Server, found on the Microsoft website. For SQL Server 2012, this is the link to use: https://www.microsoft.com/en-us/download/details.aspx?id=29065
When you get there:
1. Expand the "Install Instructions" section of the page
2. For the Native Client, look for the paragraph titled "Microsoft® SQL Server® 2012 Native Client". For the command line utilities, look for a paragraph titled "Microsoft® SQL Server® 2012 Command Line Utilities". It should come just after the paragraph about "Microsoft® SQL Server® 2012 Native Client"
3. For both components there will be the following links:
X64 Package (SqlCmdLnUtils.msi)
Select the link for the bit-level you need and the installer will download.
Note: This component requires both Windows Installer 4.5 and Microsoft SQL Server Native Client (which is another component available from this page).
4. Install the both the native client and the command line utilities.
After this HDBSetup can complete successfully and the installation will finish.