Bat files or cmd files are easy, use a custom action that uses cmd.exe, put your bat/cmd file in a subdir of the install routine ie test
Custom actions calls exe file stored in binary loaction, so name CA and then browse to windows\system32 and select cmd.exe, parameters will be /c "[SourceDir]test\batfile.bat" or cmd file name this will run the file in a command window form the test dir of your package location SourceDir being package dir.... run in deferred user context