difference between EXE file and MSI file

we installed the zoom application (using ZoomInstaller.exe) and it was deployed in the following path
C:\Users\Administrator.L2BIGFIX\AppData\Roaming\Microsoft\Windows\Start Menu\Programs\Zoom

Installing zoom using the MSI installer we see that zoom.exe is located in

C:\Program Files (x86)\Zoom\bin\zoom.exe

What is the difference between EXE and MSI installations?