Follow the following steps to generate the setup files of any vb.NET project:

=> Open your project :

=> Now from menu bar select File menu from that Add Project then New Project :

=> Click on Add Project. Add New Project Dialog box will be opened.

=> Now select Setup and deployment from other project types in the left pane named as Project Types      then setup project after that give the name in name text box and brows the location in location text      box, now click on ok button.

=> Now in solution explorer right click on setup option then add after that file(if you have used any extra      file e.g. databases or image file or dll file).

=> Add all of these files.

=> Now again right click on setup in solution explorer then click on add->project output.

=> So, the Add Project Group Box appears. Here configuration should be (Active) for primary ouputs. Click      on ok button.

=> Now right click on setup option in solution explorer again and click on Build.After that wait and observe      the progress inoutput window.

=> Now go to the location that you have mentioned in new project dialog box.Open setup folder->release      folder->open setup.exe.