<p>I have made a small project in Oracle, by using the oracle forms builder - how do I create an installer (<code>setup.exe</code>) for my project (one that would setup the application on MS Windows?)</p>

<p>Please... help me, and thanks a lot</p>

What version of oracle forms are you using?
In my last job we used Forms v4.5 (Developer 2000) - and for that version (which is quite old now) the Forms Runtime software had to be installed on the client computers.
Then, when the user double clicked on an .FMX file the Forms runtime (F45run32.exe) would load and run the form.
Which is a long way of saying that for v4.5 you couldn't create a stand alone install.  (That may have changed with future versions)