JuMPeR has not been maintained for two years. It relies on an old version of JuMP, and cannot be used with Gurobi 9.1. I’m not aware of a similar package for robust optimization in Julia.
If you really wanted to get it working, use a different solver, or install an old version of Gurobi the solver (e.g., 8.1 or 9.0, not 9.1). Then run (in a clean environment):
ENV["GUROBI_HOME"] = "C:\\gurobi90\\win64" # <-- modify as needed
] add https://github.com/IainNZ/JuMPeR.jl
] add Gurobi@0.8
Note that you will need to read the old JuMP documentation: JuMP — Julia for Mathematical Optimization — JuMP -- Julia for Mathematical Optimization 0.18 documentation.