Data Collector 2.3 requires .Net Framework 4.7.2 or higher and Windows Server 2003 and Windows Xp do not support .Net Framework 4.7.2
The Data Collector 2.3 supports the following Windows operating systems.
Windows Server 2008, 2012, 2016, 2019, Vista, Windows 7 and Windows 8.x, Windows 10. Requires .Net Framework 4.7.2 or higher.
(May require a reboot)
Download Data Collector 2.3 here
To solve this issue the old Data Collector 2.0 can be downloaded and installed on Windows Server 2003 or Windows Xp. Requires .Net Framework 3.5 SP1.
Download Data Collector 2.0 here
When using Data Collector 2.0 http collect is not supported.