In addition to Phil's correct answer:
If the files from the AppData folders used by your application are created only by the application, at run time, there is no need to configure the installer to create the empty folders. Those folders will be created the moment your app writes down the files.
Also, even if your installer is creating the folder, on uninstall it will not remove if in that folder are files created by the application. Windows Installer keeps track (should do it in a correctly configured package) of every file it installs and only removes the ones it installed (by default, it can be configured to force remove a folder and files which it did not install).
Regarding other users of the app. In this scenario, the simplest method is to use your application for creating the initial default files in the AppData folder, at the first launch of the app for each user.
If you need to install files to AppData from your installer then you could try one of the following approaches. These techniques can be applied with any setup authoring tool that can create MSI packages.