To build this installer you need the "Nullsoft Scriptable Installation System" (http://nsis.sourceforge.net).
If NSIS is proberly installed on your system, you will only have to right-click on the fwp_installer.nsi script file and choose 'compile NSI' to build an installer. All files in the directories
..\..\. (fwp base directory)
..\..\gui
..\..\arenas
..\..\vehicles
..\..\weapons
..\..\source
..\..\docs
will be packed into the archive (and recursively all files in them).
If want to modify the installer (include new directories, change the name, etc.) you should have a look into the NSIS-manual.
NOTE: When building an installer you have to delete any old installers in this directory, or they will be included in the archive!