just downloaded this file and this is what happens…
.msi files are Windows installers… Linux has to be gotten from github and compiled: see here
Edit to add: The Editor is all that’s working on Linux right now following the link I posted. The Launcher is not currently available for Linux.
The get Unreal link points to the msi if you are on a Linux distro - it may should point to the instruction for a linux installment
Clicking the Get Unreal button from the homepage goes to a different page with, “Get Unreal Engine”, “Get Unreal Tournament”, & “Get UE4 Full Source Code” sections. The default download link is to the msi regardless of the platform you’re on. My guess is that they don’t perform any kind of check to see what the system viewing the page is. The link defaults to the Windows installer, because Windows has the larger user base, and this is the same for sites all over the internet. Underneath the link, there is a Windows | Mac option for platform selection. While I agree that Linux should also be listed, linking to the instructions, using the search function from the top of the page and simply typing Linux, returns all the links you should need to get started.