Open the .dmg file and double-click the .pkg installer.

: He verified his version by navigating to Help > About Plug-in > Camera Raw to ensure he wasn't trying to install a version his 2019 build couldn't handle.

Your layer is a Smart Object that was created in a newer version of Camera Raw. Rasterize the layer or use Layer > Smart Objects > Convert to Smart Object again.

Camera Raw 11.x requires OpenGL 2.0 or later. In Photoshop, go to Edit > Preferences > Performance and ensure "Use Graphics Processor" is checked.

How to Download and Install Camera Raw Filter for Photoshop CC 2019

: Instead of searching for risky third-party links, he went straight to the official Camera Raw plug-in installer page .