Is it possible to run a Windows .msi installer?

Open the terminal, change directories with cd to the location of the .msi file, and install the .msi file with a command of the form wine msiexec /i whatever-filename.msi.

According to the official WineHQ FAQ:

MSI files cannot be run directly, you need to use the msiexec program. msiexec is a tool for installing .msi packages. MSI files can be installed in Wine from the terminal like this:

wine msiexec /i whatever-filename.msi 

Alternatively:

wine start whatever-filename.msi

That will then run the MSI program the same as if you had double-clicked it in Windows.

The first command can be changed if necessary to suit the circumstances. For example:

WINEPREFIX=/path/to/wineprefix wine msiexec /i /path/to/filename.msi  

or using wine64 instead of wine:

WINEPREFIX=/path/to/wineprefix wine64 msiexec /i /path/to/filename.msi 

A WINE prefix is a folder that contains all of the WINE configurations as well as all of the Windows pieces that WINE uses for compatibility, including libraries and a registry.

If you want to uninstall the same .msi file later on run wine msiexec /x whatever-filename.msi