That depends on the situation. In all cases, you might want to consider including an AutoRun facility; Tarma provides a free AutoRun.exe helper program that you might find useful in this respect. Other hints and tips:
Note that in either case you will need to create a Tarma QuickInstall project to build a small Setup package that takes care of these chores. This package will be installed on the customer's computer in order to be available for subsequent cleanup.