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WPF Publish - include folders

I have a WPF project that is now finished, and I want to publish the app into an installer that other people can use.
When I publish the project, the project compiles into setup.exe, but on install the folders that I have do not get included.
I've been reading the guides, and made sure to include the files inside the folders as Content or a Resource. I've also made sure they are always copied. When some of my files are copied, they have a .deploy extension, and I need it to be an .xml in order for some function to read them. Images that I have in the app load fine however.
What do I need to do to have my custom files be EXACTlY as they are, xml as xml, txt as txt and so on. Also I have some empty folders, like this TempCF that I use at some point. Do i need to create it via code?

If you go to Project->Properties->Publish->Install Mode and Settings->Options->Deployment in Visual Studio, there is a "Use ".deploy" file extension" option that you can untick to get rid of the .deploy extension being added to your published files:
Empty project folders are not included in the output. Either put a dummy content file in them or create the folder dynamically as needed during runtime.

# Nikola L.
You could try to use the following methods to add the files in your program to the installation package so that you can have the files you need in your installation path. If I misunderstood your question, please let me know.
The steps are as follows:
1.Right-click on the Setup project and select View -> File System
2.In the File System page, right-click the Application Folder (File System on target Machine) and select Add->Folder(named User's Application Data ) -> File…-> find the file under your project and select the file you need.
Such as:
3.Right-click the Setup project.
Install your setup package.
You can find the files you added in your installation path.
The result is like the picture below:

Download the project from a repository without losing any project files. Sourcetree

When I upload a project from the local machine to the server repository, and try to download it from the server to another machine I am always missing some .dll files and cannot build the project?

It sounds like you're likely keeping externally needed DLLs in your bin folder, which would not be added to (many) source controls by default, as the DLLs in your bin folder get updated after each build.
The not adding bin to source is the correct route, you have a few options on what what you would need to do:
Use nuget packages that get restored automatically during build
add the DLLS to a separate folder (I like to use "extLib" or "3rdParty" as my folder name, and add that to source, referencing the DLLs in the separate folder.
ensure all machines have required DLLs/SDKs installed on the machine
They are listed in (my) order of preference, but that's just my own opinion.

Probably because repo's ignore file is ignoring those file types. Check you .gitignore file in the root of the repo.

Where is the Stylecop configuration file?

I've installed Stylecop via NuGet. I wish to disable some rules, and I know this can be done via a configuration file from what I've read. However, I can't find the file anywhere, and there seems to be little documentation describing where to create the file.
How do I go about making the file?
Edit: As this question still seems to be getting attention a couple of years later, I recommend using Roslyn Analyzer based StyleCop now.
This has a few advantages:
It's actually maintained and active.
Takes advantage of Roslyn, and can perform some changes for you.
It's a NuGet package so is installed as part of your projects, meaning you no longer need to install the seemingly unmaintained StyleCop Visual Studio extension (that's if you can even find the right place to download it from in the first place!). This way you can enforce code style/conventions much easier in for example OSS.
Automatically creates the .ruleset file for you, and as a result of using Roslyn Analyzers you get IDE support for enabling/disabling rules.

If you installed Stylecop via NuGet (the StyleCop.MSBuild package), then you will not have the folder detailed in the other answers.
You will find the file in your project folder here:
packages\StyleCop.MSBuild.{version}\tools\Settings.StyleCop
You should copy this file to the root of your project.
If you would rather not manually edit the file, there is also a nice gui tool called StyleCopSettingsEditor in the tools folder, which you can just drag your settings file onto.

If you copy the Settings.StyleCop file to the root of the solution, then it will be inherited by all projects. This means it can be kept in Source Control and accessed by any Continuous Integration server you are using.
If you reference and alter the file in C:\Program Files (x86)\StyleCop {{version}}\Settings.StyleCop this needs to be kept inline on each developer's PC. where as copying it to the root of the solution

The file Settings.StyleCop should be located in your install directory, on my machine it's here:
C:\Program Files (x86)\StyleCop 4.7\Settings.StyleCop
You can edit the rule settings by opening this file with StyleCopSettingsEditor.exe, located in the same directory (double-clicking the settings file will do the trick).

Can I disable the generation of obj in the same directory for _every_ project I have?

I'm tidying my projects. And I found the way to remove the object folder with adding:
%TEMP%
In my projects. But I want somehow to make this global setting or to auto delete my obj dirs after a build. Is there a way to do that?

I personally like having a specific Output folder in my project where I put all the compiled files.
I have the following command line in the Post-build events.
copy "$(TargetPath)" "$(SolutionDir)\Output\$(TargetFileName)"
This will copy the compiled file to the Output directory inside the Solution. You would need to add this to all the projects in your solution.
If you have any dependencies that also needs to be copied you could add something like this as well.
copy "$(ProjectDir)Dependencies\Language.xml" "$(SolutionDir)\Output\Extensions\Language.xml"
[EDIT]
You can try the following to have the file copied first, and then once that is done delete the object folder.
copy "$(TargetPath)" "$(SolutionDir)\Output\$(TargetFileName)"
rd /s /q "$(ProjectDir)\obj"
[EDIT2] Updated with screenshots to illustrate. :)
This is how my object folder normally would look like after compiling the project.
This is how it looks after compiling it with the above command. As you can see the folder is re-created after the event by Visual Studio, but the folder is empty.
You might want to double check that you are running Visual Studio with elevated permissions. To do so, simply right click on the Visual Studio and choose "Run as Administrator".

Are you using source control?
This comment sounds like you don't:
While archiving, those are unneeded megabytes.
("Archiving" sounds a bit like copying the whole project folder regularly to something like backup_yyyymmdd)
If you're not using source control, you should definitively consider starting to use it.
Apart from the general advantages (like, having a change history with dates and comments...), it has an out-of-the-box solution for your problem with the obj folders:
Every good source control software out there supports ignoring certain files or folders which you can define (ignoring means: they can never be committed to the source repository, you don't even see them in the list of changed files, not even when they were changed).
For example, in Mercurial (which I use) the ignore settings are saved in a file named .hgignore in the main folder (Git has the same, it's just called .gitignore).
My default .hgignore file for all Visual Studio projects looks like this:
syntax: glob
bin
obj
*.suo
*.user
The first line belongs to Mercurial's ignore syntax, the rest are the settings what to ignore.
You can see that the bin and obj folders are ignored...and they are ignored no matter in which subfolder they are!
So I don't have to care about where the obj folders actually are, and I don't have to delete them manually every time I build my solution. They are simply non-existent in my source control history.
Plus, I have a variation of Fuji's answer about putting everything in one single output folder:
I like to do this as well, but I prefer changing the output folders in Visual Studio's project settings instead of using post-build events.
The default output folders are:
bin\Debug\
bin\Release\
I change them to:
..\build\Debug\
..\build\Release\
This compiles everything into subfolders of a build folder which is at the same level like the .sln file (which means: all projects in the solution directly compile into the same folder).
It also reduces compile time because Visual Studio won't have to copy all the dependencies after compiling (because everything already is in the same folder).
(I do it mainly because of the compile time, because I ignore the bin and obj folders anyway in Mercurial as described above, so I don't care where they actually are)

Which files have to be in SVN repository for other people to be able to compile?

I've created a Codeplex site for an app I'm building and right now I just right click the entire solution folder Visual C# Express created for me, and used that.
Now in my repo I have a lot files that I'm assuming will enable the user to compile my application on their end.
I heard I shouldn't upload the /obj folder and some other things.
What things are absolutely necesary for me to commit to my repository?

You should ignore the following, by setting the svn:ignore property on your project folder:
bin
obj
*.user
*.suo

You need the solution file, the C# project file(s), and all of the code files.
Basically, leave out the .suo file (with the solution), any user specific files (which will have your username appended to them, the bin\ and the obj\ folders. Everything else should be included.

It's common practice in organizations I've worked with to also include binary resources to which we don't have the source code and are required for the build in the source control. I'm aware that this is a somewhat controversial practice but it's worked wonders for us. Usually we keep them in a solution-rooted folder named 'Resources' or the like such that they're available for each developer to use when they check out the solution.

If you would use the Standard Edition of Visual Studio you could use the AnkhSVN Plug-In, but in Express this is not possible. :-(
So what you should exclude
folder obj
folder bin
file *.user
file *.ncb
Everything else has to be in your repository.