Using TexMaker and having installed MikTeX, where I opted to install missing packages on the fly (even 'untested' ones), I still find I don't have the packages. I tried to verify the connection source (as suggested here: MikTeX 2.9, install packages on the fly?), however I already have "random" selected and am using Windows 10 -- meaning I'm using the MikTeX console rather than the MikTeX maintenance program suggested above. Other resources are specific to Ubuntu (miktex does not autoinstall via texmaker) or vague, or both.
I'm able to compile a dummy TeX file (like 'Hello World') but nothing requiring packages. Obviously the best solution would be to [automatically] download packages as I include them in documents, but a good workaround would be to download a big repo of common packages (that way Anaconda does for Python, for example).
Some specs: Windows 10 MikTeX 2.9.6637 TexMaker 5.0.2