Best on your query, I am assuming you are installing a web project built in ColdFusion (cfm). ColdFusion is a scripting language, it does not create dlls, exes or any executables. If you are doing Adobe AIR project, that's different thing. You mentioned IIS, so must be web project.

You rather create a deployment document with step by step instructions like where to copy the files, how to setup the datasource in cfadmin (CFIDE) and what the datasource name should be and the which database it points to. Then you just zip up the ColdFusion and any include files, DML scripts that creates the tables and hand over to whoever deploying it.