I'm trying to install the Horizon Client in a windows desktop, but I get an error message "There is a problem with Windows Installer Package. A DLL required for this install to complete could not be run".

I try to uninstall Visual C++ that previously installed, restart and try to re-install the client again. But the same issue appeared.

How to fix it?

I have seen this before when C++ gets in a bad state or there are some GPO or AV security restrictions preventing the DLL unpack commands. 

Then if you can run the install from the command line you may get some errors that will help us figure it out

Horizon-Client-y.y.y-xxxxxx.exe /log "C:\Temp\Log"

What Version of Windows "winver"

What version of the Horizon Client?

Is this an existing image or a new image (new image from ISO to this error, or is this been around a while?)

Are there other programs that use Visual C++ (I have seen some set some non-default environment variables that cause issues.)
 

Hello, check the vmmsi.log file to know what DLL is "missing". 

As patrick said, could be GPO or AV.