You need to install .NET framework 3.0 or later, 4.0 recommended. I would install full version of the framework, even though .NET Framework Client Profile is supposed to include WPF, according to Microsoft documentation:
To me, this documentation does not provide convincing facts justifying .NET Framework Client Profile. I don't see factual support of the claim that it is "optimized for client applications", and "faster deployment" and "smaller install package" (by what factor?) don't look critically important to me — I don't know the case where those factors caused a problem. Subset is a subset, and the statement "It provides functionality for most
[read: "not all" — SA] client applications" looks much more scary than all other claims promising.
Microsoft had a lot of dead end products and technologies in the past; and the time proved they turn out to be useless, only contaminating the systems with dead legacy. Some technologies were introduced by other company, used by Microsoft and others and were pretty much abandoned. I happen to avoid using many of them. Examples? DDE, NetDDE, NetBIOS, IPX/SPX, NetBEUI, OLE… Maybe I'm missing something, but at this moment my intuition tells me that .NET Framework Client Profile won't last for long. I may be mistaken, of course. Would be interesting to check it up after a while…
I don't really understand the question "without .NET Framework (client profile) how can I install the setup in client system?". Should I understand it so that you hope to run your application without installing the framework at all? If so, just forget it. You need to required the client for the .NET installation as a prerequisite. Alternatively, you can distribute the framework with your application.