I have completed my Project in VB.Net and has published my project. But i want to come out of these things
The first step would be to switch to an MSI-based installer. This should allow you to resolve issues 3 and 5 (you control what the MSI includes). You can use a Visual Studio setup project, WiX or a commercial setup authoring tool.
For installing your database (issue 1), the best approach depends on how you use your database. Some installers simply copy the database files, others install it using custom actions and others execute SQL scripts. You should first determine how you want to install it and then ask a more specific question if you encounter problems.
To install SQL Server when it's not found (issue 2), you can use a prerequisite. This is done differently for each setup tool, so you first need to decide on a tool and then research how it supports prerequisites.
For issue 4, I'm not sure I know what to say. An MSI package will install what you include in it. If you don't add Crystal Reports in your package, then it won't be installed.