WinRAR will create self-extracting (SFX) archives, essentially rar/zip archives in .exe format that extract themselves. I'm pretty sure that many of the zip archivers - even the free ones probably have the same capability. Check WinZip or whatever you may be using already. Inno can certainly do it though it may be overkill unless you have some special needs beyond what using a normal .zip install would do, i.e. extracting the files to the folders.

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