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.
Double click on the ArcGIS_Data_Interop_Ext_for_Desktop_104_149425.exe file.
Extract the files to your local disk.
If you have old installation files from a previous installation of ArcGIS in the extract destination folder you will get a message like this. Select to overwrite all conflicts.
Confirm that the “Launch the setup program” check box is selected.
Click Next.
Accept the license agreement.
If you had an older version of Data Interoperability installed, this version will be installed in the same directory.
Click Install to start the process.
If you had an older version of Data Interoperability installed, this dialog might pop up a few times. Select OK and continue the installation.