Question
How do I register an .exe in the installation?

Answer
By design, Microsoft Windows Installer does not self register .exe files. However, Wise has added a feature that uses a custom action to register files using custom code. 

1. On the Files page of the Installation Expert, double-click on the file to bring up the details.
2. In the Registration tab, in the Registration Method drop list, select Use Order Specified below, click the file name, and click OK. The ordered registration places a custom action into the script that is necessary for the .exe to get registered.

Or you can create your own custom action in the MSI Script, that calls the regsvr32.exe and registers the .exe. This custom action should occur after the InstallFinalize action in the Execute Immediate section of the script.