I am trying to create a single .exe file installer. I managed to get all the dependencies in to a .exe file (by setting extract from Setup.exe property). How do i get the .msi also inside the setup.exe file?
This is what it looks like now
I had this trouble too. The way it does is very unintuitive, IMO.
Highlight the Set up project
On Visual Studio Standard toolbar, choose "Solution Configuration" dropdown. Probably it is selected as "Debug". Change it to "Single Image"
Right click on your setup project and Build.
It should create a single setup.exe.