"How and where shall I upload the setup in web?"
Totally up to you - you could post it to your own website, or find a site willing to show it - it might be worth looking at sites concerned with whatever it is your application actually does.
"How do i create a download link for the setup, when the user start clicking the link the download should starts?"
Just provide a link to the file:
<a href="http://myDomain.com/myfolder/myfile.ext" target="_blank">Human readable description</a>