If you need a full installer for an operating system you need to use the AppStore, the Apple Support Downloads Site contains updates to OS's, these updates require you to already be running an earlier version of the OS you want to install the update on.
So in summary if you want to install a new OS (that is called upgrading) you need to download the full installer, and that can only be downloaded via a link to the App Store.
Use Safari to connect to these links.
How to upgrade to macOS Sierra - Apple Support
How to upgrade to macOS High Sierra - Apple Support
How to upgrade to macOS Mojave - Apple Support
How to upgrade to macOS Catalina – Apple Support
If you for example are already running macOS Sierra or other and want to update it to a later version of the same OS that
is called an update. Updates for Sierra and High Sierra can be done through the App Store Updates page or from the Apple Downloads Support Site. Updates for Mojave and Catalina are done through System Preferences> Software Update
or the Apple Downloads Support Site.