How do I install Windows 8 or 10 on MacBook Air 2015 11" El Captain?

You fetched the wrong installer. The recommended way is to simply open in the menubar of Boot Camp Assistant > Action > Download Windows Support Software.

This will download and unpack all necessary files and you can simply continue installing Windows.

An alternative is brigadier. This is a python script which downloads support software for an arbitrary Mac.

Download the zip (direct link!) and unpack it. Open Terminal and cd into the resulting folder: cd .../Path/to/brigadier-master (probably cd ~/Downloads/brigadier-master).

Then enter ./brigadier --model=MacBookAir7,1. The command will download the proper installer and compile a WindowsSupport.dmg in the brigadier-master folder. This dmg file contains all necessary files and folders (an xml file, a drivers folder and a $WinPE folder).

Terminal output:

host:brigadier-master user$./brigadier --model=MacBookAir7,1
Using Mac model: MacBookAir7,1.

Model supported in package distribution file at http://swcdn.apple.com/content/downloads/39/14/031-55710/u2c6bi4yl91ud1lqc3k53bx9860hvsnf7z/031-55710.English.dist.

Distribution 031-55710 supports the following models: MacBook8,1, MacBookAir5,1,
MacBookAir5,2, MacBookAir6,1, MacBookAir6,2, MacBookAir7,1, 
MacBookAir7,2, MacBookPro9,1, MacBookPro9,2, MacBookPro11,1, MacBookPro11,2,
MacBookPro11,3, MacBookPro11,4, MacBookPro11,5, MacBookPro12,1, MacPro6,1, 
Macmini6,1, Macmini6,2, Macmini7,1, iMac13,1, iMac13,2, iMac13,3, iMac14,1, 
iMac14,2, iMac14,3, iMac14,4, iMac15,1.

Making directory /Users/user/Downloads/brigadier-master/BootCamp-031-55710..

Fetching Boot Camp product at URL http://swcdn.apple.com/content/downloads/39/14/031-55710/u2c6bi4yl91ud1lqc3k53bx9860hvsnf7z/BootCampESD.pkg.

100.0% 1614454784 / 1614454648 bytes
Expanding flat package...

Extracting Payload...

Extracted to /Users/user/Downloads/brigadier-master/BootCamp-031-55710/WindowsSupport.dmg.

Done.