open .msi file
i use MacBook. just downloaded an exe file with extension .msi but there is no application on mac to open the file. I face the same with .rar files as well.
MacBook, macOS 10.14
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MSI is a windows installer file. You cannot use it because that is trying to install a Windows program and not a macOS application.
RAR is a compressed file. You must install a 3rd-party program to uncompress it. If you know how to use command-line tools you can install rar for macOS at https://www.rarlab.com. It is free. Then you have to use the command-line unrar command.
If you do not know how to use command-line tools you can search for "rar" in the App Store. There are many free apps that will uncompress *.rar files.