I'm very new to WiX based applications, and I need to create an MSI file where it has to check for .NET Framework 4.0 and SQL Server 2008. If they are not installed, I have to get them installed first and then have to install my application's EXE file and one more VBScript agent. It must be done like when you install WiX 3.7 setup (if we double click the setup file, it will show a UI as shown below!
Where do I start? Is there any step-by-step guide to develop this kind of application?
You'll need the following projects. They can be created from project templates in Visual Studio. Each of them would probably have separate tutorials that you might find with a Web search.
A WiX Setup project to build an .msi. The source files for such a project declare a WiX/Product. It could have conditions that check for .Net Framework4.0 and SQL Server 2008. If a check fails, installation of the .msi will fail, which is all that can be done in an .msi. The project would include your application .exe as a Component.
A WiX Bootstrapper project to build an .exe. The source files for such a project declare a WiX/Bundle. In the bundle is a Chain of installers, which would include .Net Framework4.0, SQL Server 2008, your .msi, and your VBScript Agent.
A WPF Library project to provide a BootstrapperApplication implementation with a custom UI for the bootstrapper project.
Your best bet is to consult the documentation, the WiX source code and various tutorials. Keep in the mind that tutorials might be out-of-date--in most cases WiX has gotten simpler with each version.