Setup Program / .MSI File

I have recently built my first Setup program and would like to run the installation program (which I understand is a .MSI file contained in the release folder). Only problem is I can't find such a file. Not only is it not in the Release folder, I can't find it anywhere on either of my hard drives.

This is how I constructed the Setup program.

1) I added a Setup project to my application solution.
2) Chose Primary Output to ensure that the distributable file of the project is installed on the user's machine.
3) Defined the Build Configuration as Release Build.
4) Built Setup Program (received Build Succeeded message in toolbar).

Ok, I found my Release folder. So where is my .MSI file?

did you build your project or did you build the setup and deployment project? there's a big difference. Just asking :)

Check the configuration manager in the build menu.
If your setup is not marked with a check, it won't be built.
This is standard "Off"
Once you have checked it you can rebuild the release version of your code and it should create the MSI file in your release folder.