Creation of the .msi is driven by dist/s_winmsi, dist/winmsi/s_winmsi_dbxml.fcn
(built from s_winmsi_dbxml.fcn.template) and various configuration files and 
scripts in dist/winmsi.  The scripts look for
required files and utilities, including:
o Visual Studio (Visual Studio .NET 2003)
o WiX (uses version 2.03)
o Perl (uses ActivePerl 5.8.8 now)
o Python (uses ActivePython 2.5.1)
o Java
o XQilla (xqilla command line is used to help construct
  WiX .wxs files which are in an XML format)

The order of events can be seen in the s_winmsi script and 
is roughly:
1.  Build BDB XML and dependent libraries (Debug and Release)
   winmsi/build.bat and winmsi/project.list.in drive this
2.  Build Perl and Python
3.  Build "component" lists for WiX.  This process is driven
by the shell script winmsi/generateWix.sh which also uses a
Python script (genWix.py) and XQuery Update scripts to construct
dbxml_components.wxs which contains the majority of the files
for the binary distribution.

Relatively static WiX files include:
 o dbxml.wxs ("main" WiX input file that includes the 
    features to be installed).  This file references the
    components/component groups that are generated in 
    dbxml_components.wxs
 o links_frag.wxs (references the links that become part of
    the Windows application menu after installation)
 o required_frag.wxs (license file, readme and other required
   bits of installation)

The scripts must be run from a cygwin bash shell.

The .msi file is built into dbxml-x.y.z/wix/dbxml-x.y.z.msi

Test it this way:
Install:
  msiexec /i blah.msi
Uninstall:
  msiexec /uninstall blah.msi