Create Windows Installer for Unity3d

Here easy steps are shown to create Windows Installer(formerly knows as Microsoft Installer) for your Unity game,

Tool to Use:
Inno Setup

You can easily download free installer from here,

Prerequisites:

1. Needed working windows build of your game which includes *_Data and *.exe files
2. Inno Setup

Steps:

1. Install Inno Setup with default settings

2. Launch Inno Setup

3. Create a new script file using the Script Wizard and press OK
The first time you open Inno Setup it will ask to create Script using Inno' powerful script wizard,
You just need to create New Script using it,

4. Click Next

5. Fill all the necessary information and click Next

Most options of setup wizard are optional, so you can leave whichever don't suits you,

 6. click Next

7. Brows and add Application main executable file, also add parent folder to Other application files,  this is as in unity there exists one more file with main executable file named *.Data

8. On adding parent folder it will ask for conformations, select Yes in it

9. Now select options whichever suits you and click Next

10. If you have application documentation then browse and add in next option otherwise leave those as it is and click on Next

11. Inno Setup also supports multiple language, you can specify it in next option, specify all languages you want to include in your setup and click Next

12. Select the folder where you want to store the setup file and click Next

13. In last it will ask to add Inno Preprocessor, this is for internal use only, just check Yes and click Next

14. Finish

15. It will prompt for compilation, click Yes

16. Also ask for saving script you have created, click Yes

17. Now you can see script compilation process, just wait for a moment and your Unity game is ready to install

Just install and ...have fun!