The WiX Toolset v3.11 (or newer) build tools must be installed to build this project

A computer-restart later and its now working. So if someone have the same problem I recommend this after installing WiX. (restarting visual studio was not enough)

To fix this issue you need download and install: "WiX Toolset build tools" also NOT just "WiX Toolset Visual Studio Extension" from here: https://wixtoolset.org/releases/

Open your csprog project file with notepad and edit this line (in my case I use WiX version 4)

From:

<WixCATargetsPath Condition=" '$(WixCATargetsPath)' == '' ">$(MSBuildExtensionsPath)\WiX Toolset\v4\Wix.CA.targets</WixCATargetsPath>

To:

<WixCATargetsPath Condition=" '$(WixCATargetsPath)' == '' ">C:\Program Files (x86)\WiX Toolset v4.0\SDK\Wix.CA.targets</WixCATargetsPath>