See here for clear ur concept.
In order to create setup file in VB 6 you need to activate “Package and Deployment Wizard” which is in Add-in Manager. You should click Add-Ins -> Add-In manager…
When Manager is loaded you should find “Package and Deployment Wizard” and check in the right bottom corner in “Load Behavior” Loaded/Unloaded and Load on Setup checkboxes then click OK button.
In Add-Ins Menu should appear “Package and Deployment Wizard”. You should click it and follow the Wizard.
How you choose and what to choose that is too much for that answer. You should read the related help file for VB 6 “Package and Deployment Wizard” or find additional info on the Internet