I managed to create an .exe installer for windows using electron builder, I create 2 package.json as pointed out in the docs :
https://github.com/electron-userland/elec
If all you want is an installer in exe format (I don't know about msi) you can use electron-builder to build the exe unpacked to a directory. Check out the documentation at http://npmjs.org/package/electron-builder. The documentation is pretty straight forward. After you obtain the unpacked folder with your exe , use "Inno Setup Compiler" to create a professional looking installer. Once you get the hang of it , it just takes like 5 minutes to do the whole thing.