It seems that the installation runs if I just run the .msi file but from
the
internet instructions it says I need to have both files at the target
machine
and run the setup.exe file. Would it be a problem if I just run the .msi
file?
I'm not sure which installation you're referring to but I doubt there will
be any significant difference in practice. Unfortunately, you don't know for
sure unless MSFT provides some documentation that clarifies the issue (for
your particular installation). Normally "setup.exe" is just a thin wrapper
that launches the ".msi" file anyway. There's usually a little housekeeping
that's handled by "setup.exe" but it's frequently immaterial. I'd say
there's a good chance you're safe but only MSFT knows for sure. Rather than
take the chance however (which I wouldn't unless there was a very good
reason), why can't you just rely on "setup.exe" itself.