Make sure you are in the directory before you do anything. Meaning when you are in the CMD prompt, access the folder where the PBIXDesktop.msi file is located.
Example, when I load up CMD, it default to C:\Users\username
So Step one is to go to my downloads folder where that msi file is located. In the CMD screen I type in "cd downloads" the CMD screen now shows that I am in C:\Users\username\Downloads
NOW I type in msiexec /i "PBIDesktop.msi" WIXUI_DONTVALIDATEPATH="1" Exactly that way with the quotes. You can see that you dont include the folder path because you are already in it when you typed the command.