How can I install .NET framework as a prerequisite using Inno Setup?

I just want to add something to @TLama: The close when the setup fails. It's not so easy because WizardForm.Close; just invokes the cancel-button which can be aborted by the user. Finally, the code can look like that:

[Code]
var CancelWithoutPrompt: boolean;

function InitializeSetup(): Boolean;
begin
  CancelWithoutPrompt := false;
  result := true;
end;

procedure CancelButtonClick(CurPageID: Integer; var Cancel, Confirm: Boolean);
begin
  if CurPageID=wpInstalling then
    Confirm := not CancelWithoutPrompt;
end;

function FrameworkIsNotInstalled: Boolean;
begin
  Result := not RegKeyExists(HKEY_LOCAL_MACHINE, 'SOFTWARE\Microsoft\NET Framework Setup\NDP\v4\Full');
end;

procedure InstallFramework;
var
  StatusText: string;
  ResultCode: Integer;
begin
  StatusText := WizardForm.StatusLabel.Caption;
  WizardForm.StatusLabel.Caption := 'Installing .NET framework...';
  WizardForm.ProgressGauge.Style := npbstMarquee;
  try
      if not Exec(ExpandConstant('{tmp}\dotNetFx45_Full_asetup.exe'), '/q /norestart', '', SW_SHOW, ewWaitUntilTerminated, ResultCode) then
  begin
    // you can interact with the user that the installation failed
    MsgBox('.NET installation failed with code: ' + IntToStr(ResultCode) + '.',
      mbError, MB_OK);
    CancelWithoutPrompt := true;
    WizardForm.Close;       
  end;
  finally
    WizardForm.StatusLabel.Caption := StatusText;
    WizardForm.ProgressGauge.Style := npbstNormal;
  end;
end;

just my 2 cents on checking for .NET Framework 4.7, fits right in with @Snicker's answer:

function FrameworkIsNotInstalled: Boolean;
var
  ver: Cardinal;
begin
  Result :=
    not
    (
    (RegKeyExists(
      HKEY_LOCAL_MACHINE, 'SOFTWARE\Microsoft\NET Framework Setup\NDP\v4\Client')
    and
        RegQueryDWordValue(HKEY_LOCAL_MACHINE, 'SOFTWARE\Microsoft\NET Framework Setup\NDP\v4\Client', 'Release', ver)
    )
    or
    (RegKeyExists(
      HKEY_LOCAL_MACHINE, 'SOFTWARE\Microsoft\NET Framework Setup\NDP\v4\Full')
    and
        RegQueryDWordValue(HKEY_LOCAL_MACHINE, 'SOFTWARE\Microsoft\NET Framework Setup\NDP\v4\Full', 'Release', ver)
    )
    )
    and (ver < 460798)
end;

Since the [Run] section is processed after the [Files] section, it is naturally impossible to do it with the script you've shown (hence your question). There are few ways where the one I would recommend is to execute the .NET setup from the AfterInstall parameter function of the setup entry itself. So you would remove your current [Run] section and write a script like this:

[Files]
Source: "dependencies\dotNetFx40_Full_x86_x64.exe"; DestDir: {tmp}; Flags: deleteafterinstall; AfterInstall: InstallFramework; Check: FrameworkIsNotInstalled
Source: "C:\Windows\Microsoft.NET\assembly\GAC_MSIL\MySql.Data\v4.0_6.5.4.0__c5687fc88969c44d\MySql.Data.dll"; DestDir: "{app}\lib"; StrongAssemblyName: "MySql.Data, Version=6.5.4.0, Culture=neutral, PublicKeyToken=c5687fc88969c44d, ProcessorArchitecture=MSIL"; Flags: gacinstall sharedfile uninsnosharedfileprompt

[Code]
procedure InstallFramework;
var
  ResultCode: Integer;
begin
  if not Exec(ExpandConstant('{tmp}\dotNetFx40_Full_x86_x64.exe'), '/q /norestart', '', SW_SHOW, ewWaitUntilTerminated, ResultCode) then
  begin
    { you can interact with the user that the installation failed }
    MsgBox('.NET installation failed with code: ' + IntToStr(ResultCode) + '.',
      mbError, MB_OK);
  end;
end;

The process is easy, if the Check function of the .NET setup entry of the [Files] section evaluates to True (FrameworkIsNotInstalled), the entry is processed, which copies the setup binary into the Inno Setup's temporary folder and if that succeeds, the AfterInstall function InstallFramework is called immediately after. Inside of this function, the .NET setup is manually executed by calling Exec function.

And finally, if all of that succeeds, the installation continues to process the next [Files] section entry, which is your assembly that is going to be registered. Now, with the installed .NET framework. So as you can see, the order of the [Files] section entries is crucial here.

---

You've additionally asked in your comment, how to show to the user some progress, since executing the .NET setup in the way I've posted here blocks the [Files] entry, which leads to showing the stopped progress bar and text about extracting files. Since it wouldn't be easy to get the .NET setup's installation progress, I would simply show to the user endless marquee progress bar during that setup execution.

To do this wrap that setup execution into a code like this:

procedure InstallFramework;
var
  StatusText: string;
begin
  StatusText := WizardForm.StatusLabel.Caption;
  WizardForm.StatusLabel.Caption := 'Installing .NET framework...';
  WizardForm.ProgressGauge.Style := npbstMarquee;
  try
    { here put the .NET setup execution code }
  finally
    WizardForm.StatusLabel.Caption := StatusText;
    WizardForm.ProgressGauge.Style := npbstNormal;
  end;
end;

This is how the wizard form looks like during that .NET setup execution (the progress bar is animated):