Problem starting gradle in an Android project for the first time

The first thing my ide tells me when I start the project is:
-------------------- NOTE --------------------
Gradle Wrapper is not available!
Install a default one. Gradle v7.4 will download if needed.

Then I start to download something and I get an error.

Starting build...
 Creating Idea project model...

FAILURE: Build failed with an exception.

* What went wrong:
A problem occurred configuring root project 'My Application'.
> Could not resolve all files for configuration ':classpath'.
   > Could not find gradle-7.2.1.jar (com.android.tools.build:gradle:7.2.1).
     Searched in the following locations:
         https://dl.google.com/dl/android/maven2/com/android/tools/build/gradle/7.2.1/gradle-7.2.1.jar
   > Could not find builder-7.2.1.jar (com.android.tools.build:builder:7.2.1).
     Searched in the following locations:
         https://dl.google.com/dl/android/maven2/com/android/tools/build/builder/7.2.1/builder-7.2.1.jar
   > Could not find sdklib-30.2.1.jar (com.android.tools:sdklib:30.2.1).
     Searched in the following locations:
         https://dl.google.com/dl/android/maven2/com/android/tools/sdklib/30.2.1/sdklib-30.2.1.jar
   > Could not find aapt2-proto-7.2.1-7984345.jar (com.android.tools.build:aapt2-proto:7.2.1-7984345).
     Searched in the following locations:
         https://dl.google.com/dl/android/maven2/com/android/tools/build/aapt2-proto/7.2.1-7984345/aapt2-proto-7.2.1-7984345.jar
   > Could not find builder-model-7.2.1.jar (com.android.tools.build:builder-model:7.2.1).
     Searched in the following locations:
         https://dl.google.com/dl/android/maven2/com/android/tools/build/builder-model/7.2.1/builder-model-7.2.1.jar
   > Could not find core-proto-0.0.8-alpha07.jar (com.google.testing.platform:core-proto:0.0.8-alpha07).
     Searched in the following locations:
         https://dl.google.com/dl/android/maven2/com/google/testing/platform/core-proto/0.0.8-alpha07/core-proto-0.0.8-alpha07.jar

* Try:
> Run with --stacktrace option to get the stack trace.
> Run with --info or --debug option to get more log output.
> Run with --scan to get full insights.

* Get more help at https://help.gradle.org

CONFIGURE FAILED in 26s

I really don’t understand why that happens to me, I guess it’s because of my connection, that the synchronization fails, in any case there would not be a way for me to download whatever I’m downloading manually or something like that, sorry if I misunderstand the situation is that I don’t know much about gradle.

“Gradle Wrapper is not available” most probably means that the project you are trying to import does not have the four Gradle Wrapper files that practically any Gradle build should contain in their source code, as it defines exactly which version of Gradle to use to execute the build and thus prevents failing builds because of version conflicts / breaking changes done in Gradle: The Gradle Wrapper.

Regarding the “Could not find …”, these are strange.
I just tried to download the file from the given URL and it works perfectly fine.
So I’d say just retry it, maybe with --refresh-dependencies from the command-line in case Gradle remembers it didn’t find them.
If it still does not work, I’d suspect some firewall, proxy, or anti-virus that is intervening on your side.