The method for installing the Hayes Process macro has changed with SPSS 28. Instead of a system install on a machine, individual users who want to use the Hayes Process macro need to install it manually.
You can download the entire package from the Hayes Process macro web site or simply download this process.spd file.
To install:
Start SPSS 29 and in the "Extensions" menu, choose "Utilities".
Choose "Custom Dialog Builder".
Browse to where you saved the process.spd file and select it. Once installed, you should then be able to run it from under the Analyze/Regression menu.
All custom catalogues and extensions are stored in users' appdata\roaming. That makes the first start of SPSS take a few minutes, but sequential starts are much quicker.