I installed WIX in my machine. I followed the video of https://www.youtube.com/watch?v=CoFPyIbcqN8enter link description here
I can not find any way to add File Systems, no icon for it, no context menu entry on project.
I am using Visual Studio 2012.
That's the Add-In Express designer for WiX in the video. It's a paid for component.
Installing WiX on your system only adds project templates to Visual Studio. It's a free installer/packaging engine that uses XML (scripting) to build MSI's and etc and doesn't come with a designer.
WiX is quite a steep learning curve, if you want the editor then I suggest you check out the Package & Deployment add-in Microsoft re-introduced for VS2013, it's on VisualStudio Gallery. Brian Harry blogs about it here: http://blogs.msdn.com/b/bharry/archive/2014/04/18/creating-installers-with-visual-studio.aspx