Kotlin Multiplatform
project_root/build.gradle.kts contains compose.desktop, which contains:
compose.desktop {
  application {
    mainClass = "MainKt"
    nativeDistributions {
      targetFormats(TargetFormat.Dmg, TargetFormat.Msi, TargetFormat.Deb)
      packageName = "demo"
      packageVersion = "1.0.0"
    }
  }
}
We can also add TargetFormat.Exe.
At the commandline, run ./gradlew packageMsi. It generates
project_root/build/compose/binaries/main/msi.