I have always wondered about this. So many application setups have a zip file that you unzip, and in it are a bunch of files, among other things an exe and an msi. What is the difference? They are often even about the same size. I am never really sure which one to execute, sometimes I do the exe and sometimes the msi, and it usually works with either one. But does one of them do anything that the other doesn’t do? And if not, isn’t it kind of a waste having two files that does the same thing? Especially when thinking about download size, etc…
Not sure if this should be here or on ServerFault, or maybe neither, but I figured since developers usually are the ones creating setup files, then developers might know why this is like it is =)
In the case where you have both exe and the msi the exe is just a loader for the msi. If you have an installation supporting multiple languages then the exe applies a language transform (mst) on the msi before installing.
You can consider the exe as a wrapper around the msi. The msi file may or may not be given separately. The reason why people give the msi file too is to facilitate a group policy installation (in a Windows Active Directory infrastructure) as you can only push down installations of msi files and not exes.