As explained in the docs, you must install Inno Setup (iscc) to generate an EXE installer and WIX Toolset (candle and light) to generate an MSI file.

For Inno Setup 5.x, the Unicode version should be used, because the scripts that JavaPacker will be creating as an input will be UTF-8 encoded.

You can install both tools in a simple way using Chocolatey package manager:

1. Install Chocolatey

2. Run next command on CMD or PowerShell as Administrator to install both tools:

   choco install -y innosetup wixtoolset
   

And both tools will be automatically available in PATH.

You can also use Scoop to achieve the same goal. Scoop is a lightweight alternative to Chocolatey that doesn't require admin rights and installs by default to a folder in the user's home directory.

1. Install Scoop
2. Run in CMD or PowerShell (no need to be Administrator):

scoop bucket add extras
scoop install inno-setup
scoop install wixtoolset

Both tools will also be available in PATH.