This morning I tried to install and run the Hybrid Configuration Wizard on a new Windows 2016 server. Using the regular link https://aka.ms/TAPHCW I saw a message appear at the bottom of the screen, but it disappeared in a blink of the eye.
Most likely you can fiddle around with (security) settings in Internet Explorer, but you can also use a direct link to the Hybrid Configuration Wizard:
Please start in Internet Explorer since in Edge Chromium it downloads but does not start automatically.
Updated with new link on July 10, 2020.