In most cases, when you "install" something, you run a special program (installer) which will:
- Copy different files to different locations on a hard drive
- Write some values to the registry
If the installation needs to happen on this remote computer, then, typically, you'll need to have the remote CPU run this code. (That would be the "installing" part)
In order to run any code on a system, the code first needs to be placed in a location where the local OS can access it through standard file operations. (Moving the file to a locally accessible place is sometimes referred to as "Downloading")
So, if you have the installation software available on a file share, then you can have the remote computer access this share and execute the installation software without copying it to the local HD.
But if the software is only available through, say, http, then you'll need to first download it. However, most browsers give you this nice option: Save file, or run directly. (Note, however, the "run directly" option will still download the file first, to a temporary location, before it can run it.)
If we're talking terminal server etc, then everything is different. In that case, the software is run on the server and the client is just using a network connection for interaction.)
The biggest problem with your question is that you don't tell us enough about your situation. What server? What client? What kind of network? (domain/internet/?)
Or are you looking for ways to install malware on visitors to your website? Then you're on the wrong site. TR forum won't help you with that.