I don't think you can make a bootable drive while booted into Internet Recovery.
If you downloaded El Capitan on a Windows computer using a link from a web site, that isn't a legal Apple download and the download probably will not work correctly if installed. It also may have come bundled with malware.
The safest thing to do is reinstall the OS from Internet Recovery. Once rebooted, if necessary, you can then upgrade to El Capitan using the link below. That will take you to the App Store where you can get a good download.
Another option is if you have access to another Mac, you can sign into the App Store using your Apple ID, do the download using the link below, and then make a bootable installer using the links I posted earlier.
You can try to download it at the link below. If it won't let you, then your only options are to upgrade to Sierra/High Sierra or find an older computer where you can download it using your Apple ID.
El Capitan