A MSI file is a Microsoft Installer file, similar to a package. When you double-click the file, Windows Installer extracts the files from the package, creates the necessary folders, copies the files in the folders and might also create shortcuts or registry entries, if necessary. An EXE file is an executable file. Some EXE files can be opened on a Mac computer, but only to extract their contents. If you want to convert a MSI file to an EXE file you can use on a Mac, you must make sure the EXE file is a package, similar to the original MSI.
