If you add an exe as a custom action, the default seems to be that it is
excluded from the install, and it's packaged in the Binary table in the MSI
file, streamed out to a temp location and run from there, so your path will
look odd. In the solution explorer it probably has an icon of a circle with
a line through it. If you select it there and look at the properties, set
exclude to false and it will be installed in your application folder and run
from there. Note that the install will wait for the program to finish before
proceeding.