Install Canvas App for Dataloader from MuleSoft
Dataloader from MuleSoft can open inside a Salesforce tab when you install the Canvas app. This option is available only for Professional and Enterprise customers.
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Log in to Dataloader from MuleSoft with your Salesforce admin user.
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In the header, open the user menu, then click Settings.

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On the User Profile tab, under Install Salesforce Canvas App, click Production or Sandbox for your environment.

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Choose whether the app is available to admins only, specific users, or all users.
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Complete the installation and wait until it finishes (this can take a few minutes).
After installation, open Dataloader from MuleSoft in Salesforce. Salesforce embeds it in the UI.