>>WZSETUP.APP is located in your VFP HOME() + "\Wizards" sub-directory. You could create a project for this, compile it, create a setup then install it on workstations just like any other VFP application. HOWEVER, I do not think this is a distributable RUNTIME file according to the VFP licensing. If your users have VFP licenses, then it would be OK for you to install this on their workstations.
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>This isn't exactly what I want to do. I don't want to distribute the Setup Wizard, I just want others in my office to use it (as simply as possible) to create installation disks.
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>When I start the Setup Wizard, it remembers where I pulled the files from for my last run. Where does it store this information?

Info stored in WzSetup.ini file in the directory where you identify where your app tree is located. The only way to use it is to either have VFP installed on the workstation where it will be run or distribute it as runtime.