I don't believe this feature is available for SQL Express, but for people receiving this error on a SQL (DEV, Standard or Enterprise) servers make sure SQL Server Integration Services is Installed.

Install SQL Server Integration Services Run the SQL Server Installation Center again Under Installation, Click "New SQL Server standalone Installation or add Feature to an existing installation" I was adding the feature to an instance Select add Feature to an existing.... At Feature Selection Check "Integration Services" Next, Defaults, Install Installed Access Database Engine Components redistributed 2016 x64 for excel imports.