While modern installers often utilize the Microsoft Installer ( .msi ) format, a setup.exe is still used to handle tasks that an .msi file cannot easily perform on its own:
Running setup.exe helps satisfy Windows User Account Control (UAC) prompts, ensuring the installer has necessary permissions to copy files to Program Files or write to the system registry. Setup.exe
Contains all necessary application files within itself. They are larger in file size but do not require internet access for installation. Setup.exe
Registry entries are created, and shortcuts are added to the Desktop or Start Menu. Setup.exe
The setup initializes its own engine and validates files.