Since Visual Studio 2012, Microsoft has removed the installer from the suite. Many people complained (it was the #1 request on UserVoice).
If you are one of those, you will be happy to learn that it 's back as a free extension for Visual Studio 2013.
Get it from http://visualstudiogallery.msdn.microsoft.com/9abe329c-9bba-44a1-be59-0fbf6151054d