What should I do if I encounter error message code 715-123130 when installing Windows on Mac?

Another possibility is that the OP is using iCloud Private Relay.

About iCloud Private Relay - Apple Support

If you download Windows from an "anonymous" place, how does Microsoft know that they're not giving a copy of a piece of software with export-controlled encryption code to, say, Kim Jong Un or his buddies in North Korea?

Procedures, including what version of Windows is used, vary WILDLY depending on your model Mac and year.

which model-year Mac Pro silver tower? or if a notebook computer, what model-year AND what screen size?

what version of MacOS are you running?

Sounds to me like the OP is using a VPN.

Microsoft's servers are trying to make a guess at the approximate geographical location of the OP's Mac / router based on the source IP addresses of incoming packets. When they see the source IP address that the VPN puts on the forwarding packets, they don't like that.

Note the message:

"Some users, entities and locations are banned from using this service. For this reason, leveraging anonymous or location hiding technologies when connecting to this service is not generally allowed."

As long as the OP uses the VPN, Microsoft's computers will keep rejecting the request, on purpose. Only when the VPN is shut off, will Microsoft allow the connection, at which point the OP may, or may not, run into other problems.

also some hits on the error code

(SOLVED) Getting ERROR: Message Code 715-123130 when attempting to - Microsoft Community

Cannot download Windows 11 ISO due to Error 715-123130 | Windows 11 Forum (elevenforum.com)

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715-123130 - Google-