Having a web-application
you should build a *.war file shouldn't you?
If you changed something extra in tomcats configfiles you need to remember it and give it as installation note.
packaging this into an installation.exe file, is something I would like to know too. E.g. the installation of sun
Java packages is done like this with accept, path info (registry additions) etc.
One solution is: buy a install make program.
There seems to be a Java install possibility:
java -jar "file".jar install
Altogether (sorry), your question was not totally clear to me.