A couple of years ago, the setup project type was removed from Visual Studio (in Vs2012 I think) the main idea was to use WiX to create this type of project, but sadly this was not an option and the community start to raise their hands.
Someone create an entry in UserVoice and today it has more than 6000 votes
Bring back the basic setup and deployment project type Visual Studio Installer
So you have to listen to them, Visual Studio team did it and in a separate installer we got the Setup and Deployment project type in Visual Studio.
Saludos @ Malaga