Hi Meiline,
Your application probably doesn't run on the device because it's missing a DLL file.
If you're using rasteroid, you need to copy libEGL.dll and libGLES_CM_NoE.dll to your device along with your program executable. If you're using PowerVR, the device must have 3D hardware and drivers installed.
Building .CAB setups is currently not possible with the EdgeIDE yet. An example on how to create a setup file can be seen in the View3D/setup folder. It contains cabwiz, the tool for creating .CAB files. It also contains an .inf file and batch file for building the setup file.