I've seen executables that extract themselves and run a compressed setup.exe afterwards: a double click on the file uncompresses it and then runs the formerly compressed setup.exe.
How can I accomplish this? I would like to use WinRAR, how can I make a self-extracting executable that runs the compressed setup.exe after unpacking it to a temporary folder?
New Archive, set to SFX mode. Go to Advanced tab, SFX Options button.
General tab, "Run after extraction" textbox. Enter your setup.exe, with relative path if any.
Then go to Modes tab and set it to Temporary mode:
It will not prompt the user if you leave the question fields blank, and you can make it silent with the radio buttons at the bottom.
来源：https://stackoverflow.com/questions/9265639/how-do-i-make-a-self-installing-executable-using-winrar