This article explains what an MSI file is and how to edit or open one. It also explains how to convert one into an ISO or EXE file.
A file with the .MSI extension is a Windows installer package file. It is used by some versions of Windows when installing updates from Windows Update, and also by other installation tools.
An MSI file contains all of the information necessary to install the software, including which files to install and where on the computer to install those files.
Windows Installer is what the Windows operating system uses to open MSI files when they are double-clicked. It does not need to be installed on your computer or downloaded from anywhere else, as it is built into Windows. Opening the MSI file should invoke the Windows Installer, allowing you to install the files contained within it.