Compile a desktop application into a self extracting zip

I have a application that is in Python. I just added a .msi executable that is launched by a menu tab in the python application. The two codes ( Python and .MSI ) are not integrated. The reason we did this is because the .msi code can't be software licensed protected but the Python code can be protected. So the objective is to wrap both into a self extracting .exe. The .msi is protected because it can't be accessed unless the software license for the python code is active license. My software protection company said..... "If you have the licensing added to an existing application using Instant Protection PLUS 3, and it is working how you want, then you should be able to add additional code to that application, and the same license functionality should apply. If you have the licensing added to an existing application using Instant Protection PLUS 3, and it is working how you want, then you should be able to add additional code to that application, and the same license functionality should apply. Typically, Instant Protection PLUS 3 is used to check the license at application startup, and then it allows all functionality in the application to run, or the check fails and it closes the application." Any questions?