After I ahve figured out how to use innosetup I plan to add the instructions on how to make an installer as well. Currently one need to select the dll by hand or use them from an existing installation.
The manual selecting of the needed dlls is very error prone, as you can see with the appveyor builds: often with new versions the names and/or dependencies change and you have to remove/change/update dlls...
My suggestion (if anyone wants to dive deeper into this):
Figure out, how to do static builds, so you'll have only the widelands.exe which needs to be put into the installer.
I've done this with the Nuwen distro, but only in a manual way (and every distro upgrade is a pita...):
Compile all dependencies yourself and create only static libs and disable dynamic libs
Use the CMAKE GUI do change all deps from dynamic to static,
Manually complete the linker statement (CMAKE_CXX_STANDARD_LIBRARIES)
The main problem is (regarding the msys2 distro) that although every library is available dynamic and static, all the cmake scripts prefer the dynamic version. Only Boost is linked statically (we have a switch for this in our CMAKE file).
So if anyone figures out how to teach CMAKE to prefer static libs (for SDL,ICU...) we would just have to package the .exe and no "dll hell".
I've tried this for years now, but never succeeded (apart from "removing" the dynamic libs and manually fiddling with the linking...)