I create the directory in Wix
<Directory Id="CommonAppDataFolder">
<Directory Id="CommonAppDataManufacturerFolder" Name="$(var.MANUFACTURER)">
<Directory Id="AppDataFolder" Name="$(var.PRODUCTNAME)">
<Directory Id="DatasFolder" Name="Datas"/>
</Directory>
</Directory>
</Directory>
and I copy the component
<ComponentGroup Id="DatasComponents" Directory="DatasFolder">
<Component Id="Database.sdf" Guid="4c33c78e-7113-4a8c-b9fd-6ba4f6490935">
<File Id="Database.sdf" Source="Database.sdf" />
<RemoveFolder Id='DatasFolder' On='uninstall' />
<RegistryValue Root='HKCU'
Key='Software\[Manufacturer]\[ProductName]'
Type='string'
Value=''
KeyPath='yes' />
</Component>
</ComponentGroup>
But the file is being copied to C:\Users\username\AppData\Roaming\Datas\
and not to where I want it: %ProgramData%\Manufacturer\ProductName\Datas\