I published my WPF project following these steps
- Choose ClickOnce
- Choose output location
- Define version, etc.
- Choose Self-contained, produce single file
However, I still see Application Files in the output folder and if I delete it, the app doesn't work. I watched some tutorial on Youtube and see that if I publish the app this way, I don't need other files, as well as the users don't have to install .NET. But it doesn't seem to be the case.

I even use command line (https://learn.microsoft.com/en-us/dotnet/core/deploying/single-file/overview?tabs=cli) but the result was the same. When running the app on another pc, it still asks me to install .NET. Did I setup it wrong or the tutorial I saw was a success because they were simple projects and don't have many dependencies?

I am afraid you cannot package a ClickOnce app into a single executable
.exefile out of the box.You need to choose between ClickOnce or single-file deployments - it's one or the other but not both. Or package the ClickOnce app into an archive or something yourself and then extract the archive before installning the app.