I wrote a windows service that runs on Framework 4.0 and running in VS 2015. I also created a setup project (free Installshield version).
My service did not show und
Since i cant comment yet i will just reply with an answer to your own accepted answer. I know it has been a while since you asked the question but here goes.
If you want auto start after install you can go to step 3. Configure the Target System. Choose the Services tab. Right click Services and add Service. You should be able to locate any service in your Primary Output. Once added you can select different settings related to auto start and so on. Hope it helps you.
On a side note, i am still looking for the answer to my 1001.