how to create installer with database file inside

Check this link

Streamline Your Database Setup Process with a Custom Installer.

http://msdn.microsoft.com/en-us/magazine/cc163919.aspx

Keep in mind it is just an example but you should be able to see the idea and create your own installer. Depending on how you are creating your setup project, you will have to follow that technology's guidelines. Check out this site. 

http://wixtoolset.org/