I went through the steps in the Dotnet example and I am getting the message below when executing the "sp_execute_external_script" part of the demo.
Msg 39004, Level 16, State 19, Line 25
A 'Dotnet' script error occurred during execution of 'sp_execute_external_script' with HRESULT 0x80072746.
Message in Event Viewer:
SQL Server encountered error 0x800704d4 while communicating with the 'Dotnet' runtime for request id: 6B9D5162-000F-4ECC-850C-39844B3F018C. Please check the configuration of the 'Dotnet' runtime.
Searching online I found some info relating to the R and Java extensions but answers were related to supporting libraries for the underlying language.. so didn't get much insight into what might be missing in this Dotnet setup.