MSI files are Windows Installer Packages, which are Windows installation package or archive files used to install application on a Windows operating system. Windows Update also uses the MSI format.
In addition to the files to be installed, MSI files also contain information about where to install certain files (eg system files). The EULA or license agreement and / or their consent request are also included.
The MSI files, which of course can only be used under Windows, can usually be started by simply double-clicking. In some cases, however, a Setup.Exe file must be started, which in turn opens the MSI file. To run an MSI file you need the Windows Installer (formerly Microsoft Installer), which is part of the standard installation.
Especially on older Windows versions (Windows XP) it can happen that certain MSI files can not be started. This is usually because the Windows Installer is too old and you have to update to the latest version. Normally, this should work via Windows Update, but it happens that you have to install it manually.
There are also MSI files intended for the 64 bit variants of Windows. In an attempt to install you will usually get an error message.
If you are interested in the content of an MSI file, you can usually open it with 7-zip. To create an MSI file, which is particularly interesting for programmers who want to make their programs easier to distribute, there are numerous commercial as well as free programs.