I'm rather sure that no tutorial can be written, because IMHO nobody did process MSI files in a project / script before.
There should be (to be developed!) a script which unpacks the MSI and adds files / registry entries etc. to the build, according the contents of the MSI.
Some month ago I tried the "alternate way":
Copy the MSI setup to the PE
Copy the *.msi file to the PE
In the PE:
Install the app from *.msi
Result: Trying to setup MSI, brought the error, that this is not possible in a PE