There are two parts to creating a setup program for your application: defining the files and other resources that need to deployed, and building those resources into a setup executable package.
For defining files and resources, you've made it impossible for anyone to even take a shot by referring to two very different (but similar origins) versions of the product in your tags: PowerBuilder (aka PowerBuilder Classic) and PowerBuilder.NET. The deployment requirements for apps built from each of these is very different. However, even if we knew, the best advice is to go through the manuals and review what is required of the features of your specific application. (e.g. if you don't use rich text, deploying the files required to support it would be a waste). A generic list is, IMHO, just bad advice.
As far as building a setup package goes, the first decision is which package building software to pick (none comes with PowerBuilder). Any Windows setup package builder should do. I've used InstallShield and Inno, vastly preferring the latter (after many years of using the former). I know you want steps to walk you through, but a walk through is impossible before picking the software, and frankly, walk throughs of these setup building software has been done elsewhere much better than I'd do.
The bottom line is that the answer isn't as simple as you seem to have been hoping, but it is attainable.
Good luck,
Terry.
