I too am having the same issue, with no virus scanner on the server that hosts TNI. Start a scan, the executable disappears!
I reinstalled, copied the executable over from this thread, and tniwinagent.exe exists. I run the scanner, it disappears.
After testing a few times, I found what is happening: As soon as TNI starts the scan, it deletes the file.
Temporary fix: Right click tniwinagent.exe and hit properties. Mark it as read only.