install/setup wizard for custom exe programs (from site or cd-rom)

Whenever you download a setup exe from online or insert a cd rom containing the software it always has an install or setup wizard that allows you to choose what features you want to install and which language or blah blah blah you want. It usually goes on to inlcude a progress bar of what files ect have been installed then gives you the option to run the program when finished. I need a good tutorial and because of search wording it brings up completely irrelevant search results when i try to search for tutorials.

Im new to exe programs on CD-ROMS and website downloads and need to know some information about how setups and intalls are accomplished in C++ whether it is from a website download (which usually includes a windows prompt to allow or not allow the setup exe to run or even be downloaded for that matter) or a cd-rom (which opens a prompt to view files on the cd-rom or straight up runs the installation software).

I heard you can use deepburner to burn exe files to a CD but how do you specify how it runs or how to access other files or exe programs off the CD-rom from pre ran exe's from off the same CD-ROM. Does anybody have links to tutorials on how
to facilitate c++ code into website downloadable exe setup files (which in turn installs the complete software) or CD-rom installs.
To create installers use NSIS or InnoSetup (these are both free and among the best in my opinion).
To make an exe file be run automatically when you insert a cd-rom use a autorun.inf file (documentation available on Microsoft website).
Thanks a ton!!! I checked out a video tutorial on using InnoSetup and it looks to be pretty simple and straightforward. I just need to do some more searching around on the Autorun.inf file specifics as the msdn left me somewhat unsure of how to accurately perform more advanced tasks from CD-rom installs. I guess in its simplest form you could use the autorun then specify the InnoSetup file to run to install your application upon the cd-rom's insertion.

When it comes to website downloads it would be the same setup utilizing the InnoSetup. I guess it would be more of an html specific task when it comes to having an html button download the Innosetup file. However most setup exe's are one exe file when downloaded. The CD-rom on the other hand contains the setup exe plus all the other files of the application. How do you accomplish a download of many application files over the website setup in just one setup exe. Do you see what i am getting at?
InnoSetup creates just once exe file, no matter how many files it contains within it.
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