Hi KamalShalaby2020,
I’m afraid that it does not support now. It is for security perspective.
I also did a test in my environment. The result is not supported. If you want to help the user to install software, you can give instructions when screen sharing.
Moreover, the remote desktop can help you realize this feature. For more information about how to use Remote Desktop, you can refer to this link:
https://support.microsoft.com/en-us/help/4028379/windows-10-how-to-use-remote-desktop.