Ok, not entirely unusual to see a software that can be installed via .MSI, but the .MSI file doesn't contain everything (like there will be .EXE's, etc. that the .MSI will call).

Now, in ZCM, there's the Install Set tab.
In there, is an action:
Install MSI

However, that appears to require that you upload the .MSI to the content repo (fine), but there doesn't appear to be a way to tell it that the rest of the files it needs/wants are located "here".

IF that's true (is it?), then I'm assuming your only real recourse is to:

1) Create an Install File(s) action and upload the files there (or install directory would probably suffice too)
2) Create a Launch Executable action that runs msiexec.exe /i pathtoMSI with the appropriate switches?