The Wix Toolset can be used to generate Windows Installer (.msi) packages. You can download it from the WiX web site or install it using Chocolatey:

PS$> choco install wixtoolset

Wireshark’s .msi packaging is currently experimental and the generated packages may be incomplete. Packages reqire a compatible version of the Visual C++ Redistributable. If one is not present the installer will exit. See Section 4.5.5, “Visual C++ Runtime “Redistributable” Files” for more details.