Unfortunately Fortigate is only providing online installers for their VPN clients. This sucks badly because most of the time their download servers are overloaded and downloading within the online installer takes way too much time.

So here is how you can extract the offline installer from the online installer the first time it downloaded it.

For macOS users:

• Download the online installer from https://www.forticlient.com/downloads
• Start the online installer and let it finish the download
• Then open your terminal while the installer is open and type:
  open $TMPDIR/fctupdate
• copy FortiClient.dmg to your desktop
• proceed with the installation

For Windows users:

• Download the online installer from https://www.forticlient.com/downloads
• Start the online installer and let it finish the download
• Then open PowerShell while the installer is open and type:
  explorer $env:TEMP
• copy FortiClientVPN.exe to your desktop
• proceed with the installation

So basically the online installer saves an offline version in your users temp folder and you need to copy that to another location.