Building installers on Windows used to be complicated. It all depended on the installation tool you used and how your code was distributed. Could you wrap an executable around a Zip file, or use the venerable XCOPY? Things got easier when Microsoft introduced the Windows installer and its standard MSI format.
The arrival of the Windows Store and a whole new app model in Windows 8 changed things. As a result, there were two ways to deploy the code and two different ways to run the code. MSI apps remained default for the desktop, while the new APPX format was required for Windows Store apps. Windows Store apps also ran in a different context than desktop apps, with a new sandbox that reduced the risk of malware compromising systems.
The Project Centennial Desktop Bridge has crossed the divide, bringing desktop apps to the Windows Store, giving them access to some of the newer UWP APIs, and supporting a limited version of the APPX sandbox.
With the Windows Store now a major distribution channel and with desktop apps able to take advantage of its capabilities, having two different installation models seems redundant. It seems that Microsoft agrees with this point of view, as it has released a new installation model that can work in both modes and on all available Windows platforms.
MSIX is Microsoft’s installer for the modern world
MSIX, the new installer from Microsoft, is a logical extension of the Windows 8-era APPX package format. It also replaces the familiar MSI, with support for desktop applications and on-premises catalogs and installation customizations. Applications deploy in a container, taking advantage of application isolation features in recent versions of Windows and applying them not only to UWP in APPX, but also to Win32, WPF, and Windows Forms.