To create a setup file follow this ►Create new setup project. You will find 3 folders:
3.User's program menu
► Add the exe, database, images, dll files of you project in the "Application Folder"
► Add the exe file in the "User's Desktop" and "User's program Menu" folder if you want a exe 's short cut in the desktop and in start menu
Now all files are added now build the project, and you will get the exe setup file of your in the bin directory of your setup project