But surely if you are starting off you need to install/initialize the wrapper itself, no? From your link,

Generating the Wrapper files requires an installed version of the Gradle runtime on your machine as described in Installation. Thankfully, generating the initial Wrapper files is a one-time process.

If you’re using existing project, you don’t need to install gradle. For new projects you can copy few files from any other project. That “generation” just copies few files into your project and puts tiny config file. It should really be available as a separate tiny download IMO. Gradle makes it looking harder than it is.

You can bootstrap a fresh project using this:

https://gradle-initializr.cleverapps.io/