First install WiX toolset, then get the Windows Installer MSI.
Version 2406 and Newer
Get the WiX toolset from this link: https://wixtoolset.org/docs/intro/#nettool
Then get the Windows Installer MSI by entering this command at the command line:
wix burn extract AnaplanXLReporting.exe -out SupportFiles -outba SupportFiles
Where AnaplanXLReporting.exe should be replaced with the full path of the setup executable. This extracts the MSI into a subdirectory called SupportFiles\WixAttachedContainer.
