The screenshot looks correct (with profile "Clean up + Build all" there's no need to check "Clean all" in the "Clean up" box, btw).
What do you mean with "how do i get the file online and place in the expected directory for rebuild"?
I tried to install AnchorDocking and AnchorDockingDesign on my Laz 2.2/FPC 3.2.2/64 bit on Win-11, and it completes without issues.
I wonder why, according to the error message, you have a file in C:\Users\User\Downloads\generics.collections-master\generics.collections-master. I have the feeling that something is not set up correctly. Finding this can be difficult. But since installation on Windows is easy I'd recommend to simply install Laz 2.2 again. Now as a secondary installation which leaves your first installation alone. In one of the first pages of the installer check the box "Secondary installation" and, I think, on the next page specify a folder into which Lazarus writes your user settings. Do not reuse an existing settings directory because this will mix installations. At the end of the setup you are asked if you want to associate file types with Windows - say no (you'll have to open files from inside Lazarus rather than from the explorer). After the installation you must set up the user interface again (editor settings, colors, etc). First install AnchorDocking/AnchorDockingDesign - it must work. Then install the packages used by you, one by one, so that you can find out which package(s) interferes with Anchordocking.