It depends on how you want it to run. You can't run an MSI from an MSI. About all you could do is create an actual application (Console or Windows Apps, for example), and that application install, and then it would run the other installations.
Also, if the other apps are prerequisites, you can deploy them as prerequisites to the main project, and all will be installed.
Are you thinking of a setup & deployment package, or using the Publish tab in VS (ClickOnce)?
RobinDotNet
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