Systems Management

Can you extract the .exe with your favourite archive software (Winzip, 7Zip)?

Take a look in %appdata% folder and folders underneath, some applications (Adobe Reader and Java) extract there.

If you're still struggling to find the MSI, then use your favourite lightweight snapshot tool (InstallRite, InControl, PictureTaker et al) to snapshot launching the setup executable to the first installation screen.

This will show you where any files have been placed, so you can identify where the MSI has been dropped.

Hope that helps,

Dunnpy

When you checked %temp% folder did you check it during the install or after it?

Remember when checking the %temp% folder you need to start the executable, and when it gets to the splash page (where you click Next for the first time) don't click anything and go to the %temp% folder. There'll be a new folder sometimes with a ~setup at the end of it. Inside there could be the MSI and other files it needs.

And like Dunnpy said, sometimes you can extract it with an archive software, I've had WinRAR work for me a few times. Though it's really dependent on the particular software you're trying to extract from.

if exe giving error of installer service than exe have a msi in it.
first make a log msiexec /i "C:\MyPackage\Example.msi" /L*V "C:\log\example.log". log will be helpfull to find that exe has msi in it or not.
and second thing you can check event log

>first make a log msiexec /i "C:\MyPackage\Example.msi" /L*V "C:\log\example.log"
Ummm...the OP doesn't yet have an MSI so how will he be able to log its activity?

@OP: Process Monitor will show you MSIExec.EXE being started. Its sister app, Process Explorer can optionally display the command line used, too.