Create a setup for windows application including DataBase

You can use the Visual Studio setup project. There is a basic tutorial in this[^] article on Code Project.

You can also find tutorial videos on Youtube like this [^] one.

To add a database to an install using Visual Studio you can create a Setup Wizard Project. Select File|New Project then in the New Project dialog expand the Other Project Types and select Setup and Deployment. Now you can select Setup Wizard. When the Wizard gets to the Choose files to include screen just add the database you want.

If you don't want to use the Wizard then select File|New Project then in the New Project dialog expand the Other Project Types and select Setup and Deployment. Now you can select Setup Project. Right-click on the Application Folder and select Add|File.