@Mashiane I have successfully created an installer with Inno setup based on your video tutorial. I created an exe with an associated icon just as you showed with Launch4J.
However I want to ask you about the RNE folder that you added in the installation. Did you download the RNE for Java 8 and extracted it, then added it?
I added the installed Java 1.8.0_202 folder, but I'm not sure if that is correct. Anyway, thanks for a great tutorial it helped along way.