This was an issue that a client raised with me when they needed Unreal Engine and Studio installed along with the Datasmith Exporter in order to take work from Sketchup Pro into Unreal. The ability to load from Sketchup was actually a new feature to me as I had recently done a little bit of work with Unreal so I was very interested to find out more. However this process was stopped at the point we tried to install the engine with the error message DP-06.
Using the normal approach as “run as administrator” to run the application we still weren’t successful. After some research I logged into the machine as an administrator and was able to complete this install and the installation of the Datasmith exporter. The release in question was Unreal Engine 4.21 and I assume this is potentially a bug. Hopefully that will help you to get to the stage of having fun with your sketchup work in Unreal Engine.