Thanks in advance!
At the moment, my .msi is being built cat Compile time.
Compiler.BuildMsi(managedProject);
Is it possible to make so that the .msi is created at Run time?
The author of WixSharp gave a good answer here: https://github.com/oleg-shilo/wixsharp/issues/136
Just to clarify the "build process". Your Wix# project is a console application project. If its executable run then it invokes "main" and the msi is generated. The Wix# project template is configured in such a way that the exe is executed after every successful project compilation. This creates an effect of the "Compile build" but technically speaking it is a "Runtime build".