If you have a compatible Mac running OS X Mavericks or later, the simplest legitimate way to get the Catalina installer is through the Mac App Store.

For years, veteran Mac users were accustomed to downloading standalone

This led to a persistent "internet myth" where users scoured forums for a "Direct Download DMG" that Apple technically never officially released as a single-file installer. The "Aperture" Crisis and the 64-bit Wall

Do download a macOS Catalina DMG direct download from:

cp -r /Applications/Install\ macOS\ Catalina.app /Volumes/Catalina/