How To make game installer ?

check this http://en.wikipedia.org/wiki/List_of_installation_software :)

Be more specific. If you're talking specifically about windows, try http://nsis.sourceforge.net/Main_Page

If you want a 'cross platform' solution you may want to try packing your game using cmake, but it is more complex http://www.vtk.org/Wiki/CMake:CPackPackageGenerators

.zip files are best for freeware. It's easy to make, easy to give, and makes the file a tad bit more compact.

For Pay to play, I'm pretty sure your publisher can handle that :\ If your indie, you can have them pay you in PayPal or something, then give them a code or something, like Minecraft does, but other than that I don't really know :(

Game Installer! For PC, use WiX, it's your best chance, for Mac, its already integrated. I don't know about Linux.

Oh well, good luck :)