Software Deployment

A wrapper is usually a program used to execute one or more other installation programs.

Take a look at this links

http://www.symantec.com/business/support/index?page=content&id=HOWTO1384

A wrapper overall is used to call a setup.exe and then automatically do some post-install configuration steps.  At my current employer, for instance, we use WinBatch to wrap all our installs.  This calls the setup without user intervention, then does all the post-install configuration that would otherwise need to be done manually.  Generally with MSIs you don't need a wrapper as any files, reg keys, etc can be done via a transform and other actions can be handled as custom actions. 

This is a pretty broad question - I'd suggest reading up on how other folks do this to get an understanding of wrappers and how they are used.  There's some info on the web for this.