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If you want to install the EXE, you should add it as a prerequisite in "Prerequisites"
If you want to condition its' installation, you could add it as a "feature-based"
prerequisite. For each feature-based prerequisite you add in your setup, a new feature will be created in the "Organization"
page. If you want to condition the installation of the prerequisite, you should condition its' feature in the "Organization"
For more information about this, please refer to the "How to conditionally install a prerequisite based on the user selection?"