It's not clear if you've downloaded and installed the VS 2017 Installer Extension from here:
https://marketplace.visualstudio.com/items?itemName=VisualStudioProductTeam.MicrosoftVisualStudio2017InstallerProjects
which lets you create Visual Studio installer projects (not the setup wizard). I suggest you search for tutorials on setup projects if you're totally unfamiliar with them, such as:
https://msdn.microsoft.com/en-us/library/cc766795.aspx
http://www.c-sharpcorner.com/UploadFile/1492b1/creating-an-msi-package-for-C-Sharp-windows-application-using-a-v/
https://www.red-gate.com/simple-talk/dotnet/visual-studio/getting-started-with-setup-projects/
In general you just drag and drop your files into (say) the Application Folder in the File System view; registry entries can be created using the Registry view. Prerequisites such as SQL runtime support. .NET runtime are added with the setup project's properties, choosing from the list of prerequisites.
This will give you a basic setup with little customization. There might be features you require that Visual Studio setups don't support, so something like WiX will give you a lot more functionality with a steeper learning curve if you've never created an MSI setup file before. I would search for a tool that fits your requirement, and this thread might help:
Best tool to create MSI