The INF file contains information for Windows on how to install a hardware device. It tells where to place which driver and what entry to place where in the registry etc...
A missing INF file is often a problem with hardware of manufacturers who supply an installation programme together with their product.
Read the manual and it may say that you should not follow the Windows intiated installation routine...
On the other hand, it can happen that the INF file is not in the location your wizard is looking for it. While running the wizard you may be able to locate it yourself browsing the individual directories of the CD or whatever data media you received with the product.
Good luck...it is what is called "plug 'n pray"....