Hey
msdt.exe is the windows Diagnostics Troubleshooting Wizard. It isn't included in the normal Win7pe SE build. Windows may be trying to run it as a result of whatever your lan installation problem is.
Even if you were to add it into your build, Win7pe SE doesn't include whatever other support files it might need to run. It isn't necessary for networking to work.
It is unlikely the Troubleshooter would tell you anything helpful anyway, even if you found all the needed files and included them as well, presuming that might be enough to get it running.
Have you included a driver in your build to support your lan card?
You might try looking in your Temp folder for PENMDebug.txt, and see if there is any mention of what the problem is
hth