I am trying to create an installation package for a WPF desktop application. I have installed the Visual Studio Installer and wanted to use the Setup Wizard. It only seems to create MSM or CAB installations. I really want an .msi or setup.exe as the output. Is that possible with the MS Visual Studio Installer or must I add a different tool?
You can indeed create MSI files with the Visual Studio Installer Project type in Visual Studio 2017, but the whole tool is not recommended due to a number of significant limitations.
If you insist on using this project type then you simply create a "Setup Project" like this and you should be able to compile MSI files.
I will try to send you to two previous answers with more details on alternatives:
All the tools listed above will do a good job of creating an MSI file.