Pierre solved the problem by opening the iTunesX.pkg package in the Finder and moving the other two .pkg files into it. But if you start with the single .mpkg file, that isn't necessary; the ...

Most .pkg files don't actually contain an installer app - instead they get read and run by macOS's installer app (Installer.app) which lives on your Startup Disk at /System/Library/Core Services.

Suspicious Package is a free Quick Look plug-in which allows you to inspect package files (.pkg) on the Mac. Package files on the Mac are awesome, because they can install all of the various files ...

With Suspicious Package, you can open up any PKG file in Quick Look (select the file and press the Space bar) to peek inside and get a better understanding of what you’re installing.