New Microsoft Edge is a Chromium based web browser from Microsoft. It uses the Blink browser engine which is used by Google Chrome. Microsoft provides online installer from the official Microsoft Edge website. It is small in size and you need to run this file and it will download and install the whole browser from the internet. You need active internet connection during the installation. And if you want to install it on many computers then it is a waste of time and data. To avoid this you can now download latest version in Standalone Offline installer from the below link.
It will download the Standalone Offline installer of the latest Chromium based Microsoft Edge browser for Stable, Beta and Developer editions of Microsoft Edge for Windows, Linux and MacOS.