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Building a Windows Setup Project gives many Setup files

I did the following steps to create a Windows Setup project:
Create a Windows Forms Application using Visual Studio
Install "Microsoft Visual Studio Installer Projects plugin"
Add a "Setup Project" to the solution
In the "Application Folder", add project output
(Steps 5 and 6 are optional)
By right clicking the Setup project and opening "Properties", select "Prerequisites"
Select "Download prerequisites from the same location as my application"
Build the solution.
After all these steps, I see many files (Setup.exe, Setup.msi, NETFX472 folder) in the Release folder. But I only want one simple self-contained setup file. So, users can run the setup file and install the application easily.
How can I make a simple and self-contained Setup file for my project?
I know it's possible, but I am looking for an easier and more efficient way to do it.
I know I can create another Windows Forms app called Setup which copies the project outputs to user's Program Files directory and copy the output files one-by-one. But I don't think that solution is elegant.
EDIT:
After more tries, I learned that Setup.exe is for installing dependencies (only .NET Framework 4.7.2 for my case) and then running Setup.msi. So, without Setup.msi file, Setup.exe is nothing and vice-versa.
Also, I want my program should work 100% offline (including setup). So, installer should include offline .NET Framework 4.7.2 installer.
What I don't want here is Setup.exe to only install dependencies. It should also install my program. So, it should do also whatever Setup.msi file does. Second thing I don't want is dependency installer as separate file (offline .NET Framework 4.7.2 installer in this case). It should also be embedded into Setup.exe.

Integrate Wix setup with application's debug folder

I have a .NET application debug folder but not the complete visual studio solution. I am trying to generate a wix installer from this.
Things tried:
I created a project called setup using WIX toolset.
In my .net solution, there are now two projects, the main project helloWorld and the wix project setup. Inside the setup I added the reference of helloWorld and it worked fine. I am able to create the installer for my helloWorld project.
Here, I added the reference of the application project for which we want to generate the installer.
Problem:
As I have only application's - debug folder(i.e the application's .exe , .exe.config and other files) and not the complete visual solution. I am not able to generate the WIX installer from it.
Question:
Is it possible to generate WIX installer from debug folder without having the complete visual studio solution?
If possible, are there any document or things I can try?

Redistributing Debug Binaries: Debug versions of binaries should not be redistributed for several reasons (technical, security, legal, practical, etc...).
Technically: First of all, they require their own complement of debug runtime DLLs in order to run and these debug files are not present on normal, non-developer computers with standard runtime components installed. Debug dlls often have an extra "d" in their file name: mfcm140d.dll versus mfcm140.dll for example (look for them on a PC with Visual Studio installed).
Legally: Redistributing debug binaries for standard runtime components is actually illegal - it violates EULAs with regards to what is redistributable (normally). And no, this is not a trifle - don't do it.
Security: Debug binaries also contain a lot of debugging symbols and in .NET assemblies a lot of meta information that should generally not be sent to others. You would have to ask someone else for the full technical details.
Practical: Several practical issues too. For one thing: don't underestimate the confusion involved in redistributing debug versions of files. Creating an internal setup with debug binaries to test on computers set up with debug runtimes could work for internal QA though. Just wait for someone to send that to a customer or for someone to upload it for download on your web-site (by mistake).
For debugging purposes some people redistribute *.pdb files - "Program DataBase" - along with their software - instead of debug dlls. More on PDB files.
Hello WiX: With the above stated, adding debug dlls to a setup is no different from adding release files. There is a WiX Visual Studio Hello World example here. It should show you the basics of compiling a working setup with WiX and Visual Studio. There are also a bunch of quick start tips for WiX here (many links to samples).
Some Links:
install VC++ Debug Runtime Distributable (debugging purposes ONLY)
MFC100d.dll Issue in VS2010

create exe from visual studio 2012 c#

I made a little app with c# which I wanted to send to a friend to get an opinion. Problem is when I selected release configuration and click rebuild I get 7 additional files(3 dll's, 1 exes,...) along with the exe I want. Am I doing something wrong? I used to get single .exe files back when I used c++ with VS 2005.

You are not doing anything wrong. Its just that at release additional files are generated like AppConfig.xml for instange that holds your application settings, or a ClickOnce deployment package so that your friend can install the app. To get more used to c# you can start by googling articles about the differences between debug and release

Have you considered using the Click Once facility built into Visual Studio 2012?
Click Once Deployment - MSDN
Click Once will generate an installer that will that your friend can execute. It will automatcially download and install any dependencies (such as a specific .NET Runtime) if necessary.
To distribute referenced DLLs look at the following URL as it suggests the correct configuration settings:
How to: Specify Which Files Are Published by ClickOnce

It's been an horrible hour. Couldn't get Clickonce working for such a simple app. Moving just the 3 referenced dlls and the exe to another folder worked. Wix on the other hand...is difficult to say the least.
However, this allowed me to create a single setup file if not an exe in 10 mins. I sent a shortcut to the desktop which is more or less what I want.

.exe file of program

I have completed my program and would like to send that program in its compiled state to other pc's.
I understand that in the Debug folder there is the programName.exe file, which when I open it on the PC I created it with - it opens.
But if I send that .exe file to other pc's, it crashes or simply doesnt run!
Is there a way for others to see and use my program without installing visual studio?
I have asked this question before on another programming website with not much help, this is the link that they showed me, which i then followed:
http://www.dreamincode.net/forums/topic/58021-deploying-a-c%23-application-visual-studio-setup-project/#-application-visual-studio-setup-project/
The installer installs the program, but there is no files with it to open!

Other machines won't need to have Visual Studio installed - but they will need the appropriate version of .NET, depending on what you built against. If you target the "client" profile, the .NET distribution is fairly small.
You could build a setup project which kicks off the .NET framework installation if necessary, but it's likely to be quite a lot of work - in many cases it's probably simpler just to tell people what they need to install first, particularly if this is for personal use or friends/family.

There are most likely other DLLs that your project is dependent on that do not get copied over when only transporting that .exe file. You COULD just copy those over as well.
However, the best practice is to add a new Project under Setup for a Installer. It should detect those dependencies. Then the other users will just have to run the setup.exe that gets created (but you have to include the other folders and files that get generated). Open up the File System Editor tab of the Installer project. Then inside the Application Folder, I right click on "Primary output from [Main Project] (Active)", then select "Create Shortcut to ..." and drop the Shortcut into the Program Files and User Desktop folders on the left.
For something simple, the other DLLs should be fine.

Create the MSI Installer project for your application.
Copy your project output as input of MSI Installer.
.Exe is depends on .msi file, so when you click the .exe must verify the msi file existed in same directory.
Verify the .Net framework and Installation 3.0 before run the .exe or .Msi file.

The easiest approach would be:
1: Right click on your Solution Explorer and add a new project. The new project would be a Setup project, which would be under Other Projects -> Setup and Deployment -> Visual Studio installer and then choose Setup Project from the right side.
2: Add all your bin folder files to Application folder and then build your solution.
3: It will create a file with .msi extension. You can distribute that to anyone you want and they wouldn't need any VS.

how to turn visual studio windows forms project into an application?

I programmed an hour-sheet application and now I would like to publish it so people can install and run it.
I've tried the publish function of visual studio 2008 but this gives me a clickOnce application/installer that's really confusing, but it works when I run it, but when I export the installer to another pc it installs it crashes at the end of the install.
so I tried just coping the installed files but then the program crashes at startup.
Is there a simple way to compile the application to a simple standalone executable or maybe containing a separate folder containing the resources (images/classes)?

You can copy the executable from bin\Release and it should work.
If it uses any DLLs that are not part of the .Net framework itself, you'll also need to copy those. (Set Copy Local to true in the properties for each reference)
If it uses any other files, you'll need to copy them to the right place or embed them in the EXE or a DLL.

I would add Setup Project to your solution which will create a setup.exe.
Here's some of the links:
http://www.dreamincode.net/forums/index.php?showtopic=58021
http://msdn.microsoft.com/en-us/library/ms235317.aspx
This will make sure that the dlls and assemblies are deployed to appropriate place when you install your software. It will also make sure that it gets rids of files when you uninstall it.

you can find your .exe here Projectpath\bin\Debug you have to give .config file too