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If the user account is a domain account, make sure that you are connected to the network. Ensure also that the account has ADMIN privilege on the compute.

Here is a tutorial from my blog (in Spanish but I saw some messages in your post in Spanish so I assumed you may understand Spanish)
https://plsql-argentina.blogspot.com/2021/10/instalacion-de-oracle-21c-xe-en-windows.html

Hi L. Fernigrini. Yes i understand spanish and by the way live in Argentina.
Looking at your blog and article i see this:
Debe ser un usuario con permisos de Administrador. En caso de ser un usuario de dominio, debe estar conectado a la red.
I'm sure i am connected as administrador and since the installation is being done through RDP i am obviously connected to the network. But I don't know if i am an domain user. How can i find this out?
Thanks in advance !!!

I also find out there is an Oracle Developer 6i installation on that Server, so i have also tested the installation unsetting ORACLE_BASE, ORACLE_HOME and TNS_ADMIN, but same result

If it is a domain user then the account is part of Active Directory. If you go to Settings --> Accounts, in the "Your Info" default page you will see you "visible name" (in my case, Lisandro Fernigrini) and below the account name (in my case DOMAIN\lfernigrini). If the account name is in the format XXXXX\ACCOUNT then it is an account belonging to the domain XXXXX.
During installation, the installer does some checks against the domain so you need to be connected to the network (or via VPN).

But the problem seems to be that you are trying to install Oracle XE on a server that is a Windows Domain Controller, ad that was at some time not allowed (I did not find that on the Install Guide for XE 21c but was an issue on 18c XE)

I agree. I think the installation can not be done on that server as it is a Domain Controller.
I'll check whether i' connected as a domain user but again my guess is this is not supported.
Do you agree?

Yes, I believe the issue may be the Domain Controller and not something on the "user".
I did not find anything regarding Domain Controller not being allowed on 21c XE documentation, but I kind of remember seen that on an article in a blog or some other place, I will continue searching for that.