This is excellent advice for several reasons:

- Load/launch will be faster from local install
- Windows has some security issues that prevent/make difficult running an exe from the server
- You can update the exe on the server while users are running the application

>Exe on the server is not an optimal solution, I advice you to keep it local. Instead you use a "loader" program, which typically does minimum two things:
>1. Compares the exe on the server to the local one, and copies it to the local machine if the server version is newer.
>2. Start the local exe.