since nobody was able to answer my question, I did some
research and found a solution. I thought it might be worthwhile to
share it in case others have the same issue.

I found a freeware wizard which is petty simple to use and set-up:
www.clickteam.com/English/install_creator.htm
It cobines all the files  into one EXE file. It also allows to "view"
a file  at the end of the installation. This wizard is copying all my
files into a folder.

Then it openes an XLS file, which contains the Add-in installation
routine in the Workbook_Open event. Well, some users may have their
security setting set to high, disabling macros. So the default XLS
page which is displayed tells the user how to re-set the security
settings and asks to run the setup again. And well, if the user
enables the macro, the first step in the Workbook_Open event is to
hide this start page and display a page which is showing the
progress of the installation.

Maybe not a lot of people may have to install  Add-ins on other PCs,
but those who do may benefit from knowing this solution and save
quite some time.

Yeah Wolfram, that's the procedure. Have a look on
http://www.jrsoftware.org/isinfo.php also for your setup utility. It's free
and it's great and you can donate!