Both by the joomla installer and the JCEditor installer throws this error:

Error
Error installing Add-on

Thanks in advance for the help

Hello,

Please see -> github.com/getk2/k2-links-for-jce/issues/8

Thank you very much.
In my case though, despite of the fact I am running joomla 3.6.4 the version that worked was

OLDER VERSIONS
Version 2.0.1 for JCE 2.5.x is available here - github.com/getk2/k2-links-for-jce/archive/2.0.x.zip

And excuse me if I am wrong, but the one that is here getk2.org/extend/extensions/869-k2-links-for-jce

Again, thank you very much for your help.

Depending on your JCE version you need to get the proper package.
Each package has a different installation procedure. Instructions are found in the extension's page.