WiX Toolset build tools includes everything you need to create installations on your development and build machines.
WiX Toolset Visual Studio Extension this extension provides integration for the WiX Toolset into Visual Studio. You will still need to install the WiX Toolset v3.11.2 build tools.
Download the appropriate versions from the Visual Studio Marketplace:
New! Visual Studio 2019 available on Visual Studio Marketplace:
These have the latest changes, but may introduce unexpected bugs. These are not considered to be production-ready.
If you are still interested, you can find them here.