You can easily extract .msi with 7zip if you don’t want to install the program but you still want to copy some of the files and library you are interested to for some other works like .dll integration. But if you get a Setup.exe, 7zip doesn’t support it.
No worries, you can still go ahead with some trick, hehe…
Please go ahead to launch the setup file. Normally at installation process first step will extract the .msi. Then you can stop at this step before continue press next. You will found the .msi under C:\Users\XXXXX\AppData\Local\Temp\. So you may copy this file out and use 7zip to extract it. You have to copy out because once you cancel the installation process Windows will automatically remove this temp folder.