Is this X-Pack feature is free? You can find some information here - Subscriptions | Elastic Stack Products & Support | Elastic. If it is free and if not, how much it cost.
Error message says that you are trying to install a X-Pack functionality which is compatible with the non-OSS version of Elasticsearch only.
In case you want to install it with Open Distro you can find some information in the following topic - Incompatibility with xpack plugins
Also, some information for the reading - Enable xpack features on Open Distro For Elasticsearch