Ok, I've added the .exe but now the .msu counterparts are missing. I need to add them manually to the SFX section, right? This part is really confusing.. No. When you prepare an integration, you have to select first the .exe files in the folder, and click OK. Once .exe files in the list, reclick to select all .msu files (except the "z" one) : IE 11 updates will be automatically placed after the IE 11 setup. A popup will appear to move 3 (x86) or 4 updates (x64) into Silent install + SFX section, click OK. Select then your SFX and place the "z" update in Silent install + SFX section, choose your Themes, and tweaks, and you'll be ready.