Question

How are setups made ?

Answer 1

You mean a setup from when you install a software for the first time? Well not sure, I don't care either... Google it please :o

or you meant a SET UP, well the nS knows how to make lots of this in no time ;p

Answer 2

There are application softwares available for this purpose now.

Answer 3

InnoSetup, for example: http://www.jrsoftware.org/

Answer 4

here's another link to an article that explains a little about it:
http://www.makeuseof.com/tag/how-to-make-an-exe-installation-file/

Answer 5

To build an installer, many companies use Nullsoft's project: http://nsis.sourceforge.net/Main_Page - Before that, generally they had a custom installer or paid to use InstallShield.

Answer 6

Insall4J