A Microsoft online analytical data engine used in decision support and business analytics, providing the analytical data for business reports and client applications such as Power BI, Excel, Reporting Services reports, and other data visualization tools.
You can get them here: https://learn.microsoft.com/en-us/sql/connect/oledb/release-notes-for-oledb-driver-for-sql-server?view=sql-server-ver15
Note that 19.3.5 that Olaf refers to is the MSOLEDBSQL19 provider, which is different from the one in your screenshot, which is known as MSOLEDBSQL, of which the most recent version is 18.7.4.
It is certainly not a bad idea to install MSOLEDBSQL19, but you need to change connection strings to use it.