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Hi Jain Mundassery,
Greetings from Adobe.
If you are using Captivate 7 then the msi package can only be created using CCP ( Creative Cloud Packager ) and it is only available for Volume license customers which they can download by logging to their LWS account ( Licensing Website ).
For CS6 and earlier versions of Adobe products , you need AAMEE ( Adobe Application Manager Enterprise Edition ) to create msi packages.