When installing Pi-hole the menus are created with whiptail and you should be able to select checkboxes with space and accept your selection with enter. This used to work with stable Debian Bullseye and Ubuntu 21.10 releases on Raspberry Pi 4.
The installation cannot begin in the Welcome screen since the button cannot be selected with enter (or any other key). This happens with Ubuntu 22.04, Debian Bookworm (Testing) and Debian Sid (Unstable). While these operating systems are unsupported, this type of issue will become a problem in a month when Ubuntu 22.04 is released.