How to install Remote Tools for Visual Studio 2015 on machine not connected to the Internet

I have a problem with installation of Remote Tools for Visual Studio 2015 update 3 on Windows Server 2008 R2 that does not have connection to the Internet.

Installator showed following error: "0x800b010a - A certificate chain could not be built to a trusted root authority."

Log contains following errors:

Error 0x800b010a: Failed authenticode verification of payload: C:\ProgramData\Package Cache\.unverified\rdbg_std_amd64
Error 0x800b010a: Failed to verify signature of payload: rdbg_std_amd64
Failed to verify payload: rdbg_std_amd64 at path: C:\ProgramData\Package Cache\.unverified\rdbg_std_amd64, error: 0x800b010a, delete: Yes
Error 0x800b010a: Failed to cache payload: rdbg_std_amd64
Failed to cache payload: rdbg_std_amd64 from working path: C:\Users\MKEDRZ~1\AppData\Local\Temp\2\{ec7a2821-b103-4c27-ade2-549182ab4d32}\rdbg_std_amd64, error: 0x800b010a.

I've tried to install Remote Tools for Visual Studio 2015 update 1 and I succeed but it gives me nothing because we use VS 2015 update 3 and to do remote debugging, I have to have Remote Tools for Visual Studio 2015 update 3

The issue is due to some root CA certificates missing from the offline box. Same things happen when trying to install recent Visual Studio versions. I solved it by manually installing the certificates as described in https://stackoverflow.com/a/34109313