I tried the download on Windows 10 to see if I could duplicate the error you received. It took a number of attempts with the Edge browser to completely download the installer file. At one point, it appeared that the file download completed. But, running the installer produced the error you saw. It turned out that the file download was not complete. This explains the error because indeed, the install file was not completely there (hence not a valid installer package)
You can verify that the file is complete and intact using the following checksums for the current InstallLXFreeForJava.msi file.
MD5 = f5f30f4aabb530e854c7bafcabc873d1
SHA1 = 6070d2a30d7b3bfcc7a6abd921afeb2678b883b8
If you don't have a checksum utility and don't want to mess around with the command line, you can simply check the file size: 16,727,552 bytes That will insure that your browser has completely downloaded the file.
The MD5 and SHA1 checksums are ways to verify that not only is the file the correct size, but it has not been altered either. You can find out more about the Microsoft command line utility for checking these checksums at:
https://support.microsoft.com/en-us/help/841290