Mario--this is a reasonable question without a simple answer. The primary reason is that most install developers use a specific tool which in turn hides the bulk of Windows Installer behavior. While it would be nice if those developers had an in-depth knowledge of Windows Installer, that's not the case.
My suggestion would be as follows:
(1) Focus on a specific tool. Many of the dev environments offer a trial period and some are free. The on-line help for these tools plus the act of building some sample packages will be a helpful process.
(2) If practical, consider taking a training class for the tool. I know Flexera sells their Basic and Advanced InstallShield course manuals. A bit over-priced but it does include need-to-know Windows Installer specifics. The problem you'll run into is that most documentation is specific to the tool without explaining a lot of the connectivity to Windows Installer.
(3) You'll need the Windows Installer SDK--in addition to the help file there are some interesting tools and VBScripts. Orca is one tool that is included with the SDK and there are similar tools on the Internet (SuperOrca, InstEd, etc.). The SDK is not a great read but it is a great reference. As you come across specific questions regarding Windows Installer use the SDK help file to understand the deeper internals.
(4) Google 'windows installer blog'. You probably don't want to hear that, but there are many great blogs available that cover many bits and pieces of Windows Installer. Make sure you pick up the Windows Installer Team blog.
No matter what path you choose, you'll find learning Windows Installer to be a hands-on process. Hope this helps!