The NewRelic app cannot be installed on a Slack space.
I’m going to https://tk-devops.slack.com/apps/AP92KQJS3-new-relic and here I click Add to slack, now instead installing the app and redirecting to integration configuration page, it just redirects to NewRelic docs page: Proactive Detection with Applied Intelligence | New Relic Documentation. It behave as this both from desktop app and from browser. Tried for different users, got the same issue.
Asked Slack support to check it, they said NewRelic should be asked for support.