Programs used to create installers are generically called setup projects. In most cases you are probably using a tool (on Windows examples are Visual Studio, InnoSetup, WiX, Advanced Installer, Wise, InstallShield) to create the setup, so a more accurate and useful tag would be one for that specific tool.
Because the requisite process varies for each program and each computer, many programs (including operating systems) come with a general-purpose or dedicated installation program called an installer–a specialized program which automates most of the work required for their installation.
The program which create installer are setup project
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