which paraview archive is preferred?

ParaView Support
1

There two different paraview archives:
ParaView-5.6.1-Windows-msvc2015-64bit
and
ParaView-5.6.1-MPI-Windows-msvc2015-64bit

The folder and file structure of both seem similar. What is the difference?

2

You probably want the "ParaView-5.6.1-Windows-msvc2015-64bit"

One is build with MPI, the other is not.
The one with MPI requires Microsoft MPI to be installed on your computer to be able to start.
https://docs.microsoft.com/en-us/message-passing-interface/microsoft-mpi
It enables you to do parallel work with pvserver and data parallelism.

The non-mpi build does not requires Microsoft MPI and can’t be used with data parallelism.