I've never used these before but just tried and discovered these URLs don't exist. The help file says these are "maintained by Acresso Software for your convenience".
The installengine.com site is not meant to be browsed, so yes, you'll see some sort of a 403 "website declined to show this webpage" error if you try to visit that URL you mentioned. The site is used strictly for hosting the Windows Installer engine redistributable files that you can incorporate into your project from within the Releases view. Yes, the files are still posted there. You can see, for example, that http://www.installengine.com/Msiengine20/InstMsiW.exe works.
Note, as stated in the inline help for the engine URL settings, you should not specify the engine file name in the path. Setup.exe is built to download the appropriate file based on other engine-related settings that you specify in the Releases view. In most cases, you would not want to modify the URL paths yourself; you'd want to leave the default values.
