I am looking for a program that can take the program I made in Visual C++ 2008 and distribute it in a mature installer for Windows. I want an application that is FREE (or trial).
The setup and deployment folder is not there when a select File-->Add-->New Project
You can try NSIS (Nullsoft Scriptable Install System), which is free, but can be confusing because it's lots of scripts. That said, it can do anything you might want to do.
Install Creator from ClickTeam is very simple to use and is my preferred application but it does cost money.
WiX has a fairly steep learning curve, but it gives you full access to all features of Windows Installer, with no limitations. It's originally an Microsoft project, and is what Microsoft uses internally for many of its products. It's free and open source under the Common Public License (which permits its use in closed-source products without requiring you to license your own code under it).
For a setup .exe I like Inno Setup, which will let you do desktop icons, amongst other things. Basically you create an Inno Setup installer file which you can pass into the setup compiler which means you can also build it from the command-line. They provide both a GUI and a command-line compiler. The bundled documentation is also very complete.
For MSI you can try the Windows Installer XML (WiX) toolset., which is similar to Inno Setup in that you can compile from the command-line, but a certain amount of Windows Installer / MSI knowledge is expected.
Check the following programs:
Don't forget to include Microsoft Visual C++ Redistributable Package
Take a look at InstallJammer. Free, open source and easy enough to make a simple installer in minutes while also supporting complex, scripted installers if you find you need them.