Before an installer can be created you need to run the TransferDnaFilesToAzureTmpFolder.bat batch file. This will build the DNA and transfer all necessary files to a new "TMP" directory.
DNA installers can be created using NSIS (nullsoft scriptable install system). See the NSIS website here. With NSIS installed, you can navigate to the "Installer" folder. Here there should be an NSIS install script for the DNA along with other files the script uses.
Open a PowerShell or command prompt window in this folder and run makensis /DPRODUCT=RailCOMPLETE-DNA /DBUNDLEDIR=NO-BN DnaInstallScript.nsi (If you have not added the NSIS folder to the Path environment variable, you need the whole filepath for makensis.exe)
If the script finishes successfully, an installer file will appear in the "Installer" folder.
It is also possible to set up a pipeline on DevOps to create installers. See here for a general introduction to DevOps. There is already an Azure pipeline yaml file in the DNA git repository. All that is needed is to click "New pipeline".
Then select the DNA repository
It should automatically find the yaml script and display it
If you want to sign the installer file, you need to have a code signing certificate stored in an Azure key vault. You will need to create a variable group called Code-signing-variables and populate it with the necessary variables. If not, you can delete the tasks Install AzureSignTool and Sign installer from the yaml script.
When you are happy with the script. Click "Run" and you are all set.