In the Software License Agreement dialog, accept the terms of the End User License Agreement and click Install. The Authentication Services Setup wizard installs all Authentication Services components by default.
To only install specific components, click the blue Customize installation options link. There is some information here in the Authentication Services Installation guide: https://support.oneidentity.com/technical-documents/safeguard-authentication-services/5.1/installation-guide#TOPIC-1836419
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