I found this one:
If you provide a .bundle folder to use the Autoloader mechanism (as recommended) the Apps Store team will build the installer (msi) for you.
If you absolutely need to create your own, you can use a Visual Extension as Wix, InstallShield etc. Dy my side i use the Microsoft Visual Studio Installer Projects extension because I used to use it while it was part of Visual Studio (since VS 2012 if I remember well).
thanks Gile..
If you want to build your own MSI installer, have a look at https://github.com/cyrillef/apps.exchange.packager
Or better still, https://github.com/oleg-shilo/wixsharp but you will have to work out the XML stuff which Cyrille's Python project does for you.