I am using Ant to build a self deploying EXE for a JavaFX application.
Currently Inno Setup places the EXE here: C:\\Users\\username\\AppData\\Local\\application nam
The original answer is not true anymore, because that feature got added to the JDK (just dont know when, but it was there when using 1.8.0u60 or so).
Just add as some and set it to true:
com.zenjava
javafx-maven-plugin
8.4.0
your.mainclass
true
SOME-GUID-USED-FOR-UPDATE-DETECTION
true
Disclaimer: I'm the maintainer of the javafx-maven-plugin