I am new in wpf and windows application
But your question is neither of WPF nor windows applications. It is about installers.
But I don't know how to include the sql and the tables with exe
You do not. YOu make a database project. You tiehr provide a prepared MDF file that you add to the local database (assuming one is installed) or setup scripts.
Nothing here has any relevance to wpf or windows apps so far - installing databases has the same problem on every OS in the las 50 years. Mostly also that unless you run a degenerate edge case (small database for personal use) the database will (a) not be on the same computer and (b) be under control of a dba and (c) your insalling user has no authority to setup a database.
Standard approaches are asking for rthe connection ifnromation then installing the tables via install scripts. Obviouslky during your install check / ask whether a local database SERVER should be installed (sql express) if that is even viable (it has limited features).
Generally: before you make installers you read some documentation. There is a lot you can totally hose up on a computer if you ignore realities of how things should be set up.