>How can I use Setup wizard to create one Setup that do install on server then after that I can get 2 program items one to run the application and other to setup a workstation.

Not sure if I understand completely...

I create to routines with the setup wizard. The first one is used to install the program on the server. The second is an empty setup that only has a text file in it. The 2nd is used to install the runtime files onto workstations.