Windows 7 - Does MSE create a backup in random place?

My MSE got corrupted, and I just finished uninstalling/reinstalling it. While it was running its initial scan, I suddenly began getting firewall notifications that a series of setup.exe files were trying to access the internet from my D drive! (Note: my D drive is data, MSE was installed on my C drive.)

These files had no plain language names, just alphanumeric ones. I blocked them.

Does MSE automatically install some sort of backup/shadow copy in a different location from the main program? Should I be allowing these through? Are these necessary for MSE to function?

Incidentally, the initial scan came up clean.

At one time, Microsoft updates would/could download and install from the largest secondary drive even though the original was installed on the system drive. Most of the time the downloaded update install files would be deleted after update installation but sometimes not.

Thanks for the reply, Greg.

I cannot find these files when I search my computer (using both Windows 7 and Everything search) so I think they might have been some sort of temporary files and are now gone.

Everything seems normal, so I'll just keep a close eye on things for a while. It was just weird seeing internet connection requests coming from my D drive.