Visual studio does not make it easy to find these properties in a setup
project.
When right clicking the Setup project in the solution explorer...
and then choosing Properties, you get this Dialog box:
However, when right-clicking the exe-file...
you get this dialog box:
Now leave this dialog-box open, and click the setup-project again in the solution explorer:
Now the Setup Deployment Project Properties appear!
Now we can set the properties like ProductName, Author, Version etc...