Android SDK is Unavailable Upon First Startup of Android Studio

Question

I've been trying to install Android Studio for use in creating a React Native app using Expo. As I try to install Android Studio, and run it for the first time, I arrive at the following screen:

Keep in mind, I have not yet separately installed an SDK (I'm unsure of how to). I click the "Next" button and come to this screen:

I am unsure of where to go from here. Do I install Android SDK, and if so, how?

EDIT: If I skip through these steps, clicking "Next" until I go to the main page, and I attempt to start a new project, this comes up:

Any help is appreciated. Thank you.

Answer 1

I was on the company computer and had the VPN connected. Disconnected the VPN and it worked fine.

Answer 2

Go to System Settings > HTTP Proxy, Select Auto-detect proxy settings to use an automatic proxy configuration URL for the proxy settings, close your android studio and start it as administrator and check it again