I'm sure there are far better ways to do this, but if you can program an mmo then you can surely program an installer.
Basically what the installer does is take all game files and dependencies and package them. So you would have to make a program to compress all your files using some algorithm ( Most I've seen use LZ compression so you could probably do with this algorithm )
After that program is finished, you build an interface to show the EULA, ask everything you need to know about the installation process, like where to extract the files, if the user wants a desktop / quick launch / start menu shortcut and finally you unpack everything.
You should also make a log somewhere to keep track of all changes, so when someone wants to uninstall you can remove everything.
Also when packaging dependencies DO NOT put the dlls on your machine directly into the installer and then unpack them as they are on the target machine, because that can cause some errors due to version mismatch ( inno says so - Never pull in any of the system files from your own Windows System directory. If this advice is ignored, you risk potentially causing DLL version conflicts ), just use the redistributables and run them from you custom installer when the time comes.