The Problem
When you try to install Exchange Server 2016 on Windows Server 2016, you may get the following error:
"The Windows component Server-Gui-Mgmt-Infra isn't installed on this computer and needs to be installed before Exchange Setup can begin."
The Solution
If you get an above error, try solving it by following steps.
1. Download the newer version of CU from following link
https://www.microsoft.com/en-us/download/details.aspx?id=54450
2. Install it
3. Rerun the Microsoft Exchange Server 2016 setup again