Install ArcGIS DataInteroperability Extension 10.8.2 on Windows 11
This instruction can also be used for installing on Windows 10, the differences are mostly cosmetic.

Access the installation file
Note. If you are outside the SLU network you have to establish a VPN connection to be able to access the license and installation files. See more about VPN here:

Type (or copy and paste) \\\GisProg\Esri\ArcGIS\ArcGIS1082 into Windows File Explorer and hit Enter.
Note. If you are using a computer that is not registered in the SLU Active Directory, e.g. your private computer, you have to login once more to access the file. Remember to put "AD\" before your username.

Double click the 
ArcGIS_Data_Interop_for_ArcMap_1082_180411.exe file.
Extract the files to your local disk.
When all files are extracted, confirm that the “Launch the setup program” check box is selected and click Close.
The installation will start automatically.
Accept the license agreement.
Choose the installation location of the application, default works well for most. 
Note. You will not have this option if you are upgrading. In that case the software will be installed into the same directory as the previous version.