I'm completely new to Microsoft installer and have installed advinst.msi, and I'm wondering how to use it.
I have to group Jboss where my Java application is deployed and postgres database and want to create an .exe file and deploy it to clients windows system.
Where the client can run the .exe file and start the application.
The Jboss package you can add a as a prerequisite. This will make Advanced Installer to install it when you install your application, see the link from above.
To deploy a database you have two options. Either you execute an SQL script that creates and populates it, as in this SQL scripts execution tutorial, or you deploy directly the binary files of your database, by placing them in the target folder from Files and Folders page, as you do with a normal file. The second option will make your installer to copy the files into the desired folder upon installation, so you database manager/explorer can access it.
To have all this bundled into a single executable you need to go to Media page and set the package output type to "Single setup EXE". From there you can also customize the EXE name, icon and output folder.