Prior to running Setup to install the dotConnect for BigCommerce, you must already have the .NET Framework 4.0, 4.5, 4.6, 4.7, or 4.8 installed on the computer. If the .NET Framework is not installed, the Setup program for the provider will fail.
You may target .NET Framework 4.0 with dotConnect for BigCommerce, but even .NET Framework 4.0 applications will require .NET Framework 4.5 installed. BigCommerce requires TLS 1.1 or 1.2 for connecting, and they are installed only with .NET Framework 4.5 or higher, even though they can be used from .NET Framework 4.0.