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

This also requires the Visual C++ redistributable merge modules, which can be installed by selecting “Individual Components → C++ 2019 Redistributable MSMs” in the Visual Studio installer.

Wireshark’s .msi packaging is currently experimental and the generated packages may be incomplete.