Make installation files
Now download and install Inno Setup Compiler. Download it here.
Open it. Tick "Create a new script file using the script wizard." It will guide you to make an .iss file to make an installation script.
In this step, be careful when you choose the main .exe file. DO NOT use the dxwebsetup.exe file because it installs DirectX SDK, not our game.
After locating the main executable file, add some .dll, .nw files that are belonged to your game.
Continue. In this step, check some checkboxes you want, but be careful!
In this step, add some application documentation if you want, including license or EULA (End-User License Agreement).
In this step, add installation languages. The more you can add, the better your installation file will be.
This is the final step. You can add a customized icon (.ico file) and add a password, if your game is for private use
Now we've done. You can compile the script right away, or you can edit something in the script.
I will compile the script right away. Watch these screenshots!