When you want to user Install-Module on Windows Server 2018 or older you can see following error:
This could happened if you for example need to install AzureAD 2.0 powershell.
You then need to go to :
https://docs.microsoft.com/en-us/powershell/wmf/5.1/install-configure
and get the package for your operating system
Follow on screen wizard and restart your server.
After that you should not have problem using install-module cmdlet: