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create a project using Other Project Types template.
expand Setup and Deployment and choose your installer project. Recommendation (from what you want): Visual Studio Installer - Setup Wizard
but you can chose others as well.
with the Setup and Deployment, you can include those files (images, XML, etc.) in the package
Follow the link for different templates, Windows Installer section.
Deployment[
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Go through below link, it has pictorial representation.
http://stackoverflow.com/a/6090929[
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