They contain standard Windows Installer actions, dialog actions, and custom actions. All installation modes are included in every Windows Installer installation you create, but each mode is run only under certain circumstances. Installation modes are not used with merge modules.
Normal Installation:

User Interface
Execute Immediate
Execute Defferred

Call Custom DLL From Destination
Call Custom DLL From Installation
Call Custom DLL From Installed Files
Call DLL From Installation
Call DLL From Installed Files
Call JScript From Embedded Code
Call JScript From Installation
Call JScript From From Installed Files
Call JScript From Property
Call VBScript From Embedded Code
Call VBScript From Installation
Call VBScript From Installed Files
Call VBScript From Property
Display Message
Download File From Internet
End Statement
Call VBScript From Destination
Call VBScript From Installation
Call VBScript From Installed Files
Call VBScript From Path
If Statement
Install MSI From Destination
Install MSI From Installation
Install MSI From Relative Path
Launch Web Page
Open Document From Installed Files
Pause Installation
Post Data To HTTP Server
Remark
Run WiseScript From Destination
Run WiseScript From Installation
Run WiseScript From Installed Files
Set Directory
Set Feature State
Set Property
Terminate Installation