Copy the MSI file and other necessary files to a network share. This might require an administrative installation, if your software has one available. Consult the documentation and deployment instructions for more on this.  

The network share should have these permissions:

• Authenticated Users should have Read permissions.
• Domain Computers should have Read permissions.
• Administrators should have Read, Change, and Full Control permissions.

Create a new GPO and open it, or edit an existing GPO that you've created for the purposes of distributing this software, using the Group Policy Management Console and Object Editor.

Within the Group Policy Object Editor, navigate through the User Configuration, Policies, and Software Settings nodes in the left pane.

Right-click Software Installation, and select Package from the New menu.

In the Find File window, use the Browse button to find the package you copied to the network share. You can select either an MSI file or a ZAP file in this step; if you select a ZAP file, you need to ensure that its related installer file is located in the same folder as the ZAP file.

On the Deploy Software screen, select whether to publish the software or assign the software. (Skip the Advanced Publish and Assign option at this point, which allows you to use transform files to modify the installation process for an application. )

Click OK, and the software is added to the policy object and is saved to the directory.