With the Data Interoperability extension you can bring spatial data from many sources into the ArcGIS environment for mapping, visualization, and analysis. Read more about it here.

• Extract the files to your local disk.
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• Confirm that the “Launch the setup program” check box is selected.
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• Click Next.
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• Accept the license agreement.
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• Select destination folder and click Next.
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• If you had an older version of Data Interoperability installed, this version will be installed in the same directory.
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• Click Install to start the installation process.
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• If you had an older version of Data Interoperability installed, this dialog might pop up. Select OK and continue the installation.
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• Installation completed.
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• See instructions for activating the extension in ArcMap