Flash Player requires Admin permissions to install. Is the User Account you are using to install an Adminstrator?
Please post a screenshot (see The specified item was not found.) of the installer window with the error message.
yes i have an admin account. i open a new cession with also administrator account and it works.
So there is something in my cession who prevents to install it. Do you have an idea?
By new cession, do you mean created a new Admin account?
It's possible there are some permissions issues with the original user account. You can try running disk repair and permissions repair. Note that permissions repair only repairs permissions on system files and not user account files. If the permissions issues is with the user account repair permissions won't work. See this for more information: How to Repair User Permissions in Mac OS X. I post this link for informational purposes only and recommend you investigate the issue further.
Did you upgrade to OS X 10.11 from a previous version or is this a new install (meaning, if you had a previous version you completely wiped out the previous version and perform a new/clean install of OS X 10.11)?