See for instance: Can dolfinx read a GMSH file containing 1D mesh of an ellipse? - #2 by dokken
or use the built in GMSH API functionality: dolfinx.io.gmshio — DOLFINx 0.8.0 documentation
which work directly on the gmsh model rather than storing it into an intermediate format…
This seems unrelated to the current post, and you have not provided the steps you followed and your error trace. Steps for installing with conda is outlined at for instance: https://fenicsproject.org/download/