You cannot directly upload an MSI or Setup.exe along with the associated PowerShell deployment script to Intune. The files must first be packaged together and uploaded as a single intunewin file.
In this chapter, you will learn how to download the intunewin creation tool and how to package your deployment that is acceptable to Intune.
Intunewin
The Microsoft Win32 Content Prep Tool is an application that converts installation files into the intunewin format required by Intune. It is a free download made available on Github.com ...