Even if you want just HR schema then you need to download examples distribution about 800MB. Then you have to unzip it on the server and install using GUI to the oracle home into demo directory , this will consume some space and will contain bunch of other schemas too. Only after that its possible to deploy HR schema.
This process is cumbersome and time consuming if only HR schema is required. For convenience, I zipped just the HR scripts (17KB) and this could be obtained from here. To install run hr_main as usual.
note: by downloading you accept the oracle examples terms and conditions, scripts obtained this way are not supported, proceed on you own risk