It would be great if anyone can point me to URL, from where I can download the ISO Image of the 2003 Server OS, and then I can install the IIS.
Unfortunately this we cannot help you with. The client should have installation media for Windows Server 2003 R2 if they have a server OS license. If not, if they have a Volume License Agreement with Microsoft, or an MSDN or TechNet subscription they can download the ISO from Microsoft.
Second thing is, I need .NET 4.0 which is the software pre-requisite for SAM. I have checked the Microsoft Download center and checked for the software and got this link.
Download Microsoft .NET Framework 4 (Standalone Installer) from Official Microsoft Download Center
Can any one check and let me know if this is what I need to download?
Yes, this is what you need.