Not a whole lot to it. I just add the makefile, .cpp and .h files, Windows resource script, and other sources to the .iss file that Inno Setup uses to generate the setup program. They all get dumped in the same directory at installation time, for better or worse.
In the case of one commercial application, there are also binary blobs in the form of DLLs that support custom hardware.
It's not one of those practices that scales particularly well, but it works for me...