If you're wondering how Advanced Installer integrates in TFS, here are the main aspects you need to consider:
Create an .AIPROJ from Visual Studio
The steps are described in the Create an installer from Visual Studio tutorial, all you need to do is follow it. Once you have an Advanced Installer project you can edit, compile or build it on TFS collaboration platforms.
To create or edit a project you must have Advanced Installer on your development machine and to build the project in TFS you must have Advanced Installer installed on the build server as well.