I know one can download it from the Mathsworks website but normally it is also found in the toolbox folder
e.g. C:\Program Files\MATLAB\R2016a\toolbox\compiler\deploy\win64\MCRInstaller.exe
or you can ask Matlab where it is with the command
However on my latest 2018a install with the compiler toolbox it does not include the MCRInstaller.exe and MCRInstaller tells me so.
Is this expected?