I recently converted my Lazarus win32 application into appx package and submitted to Microsoft store.
The reason why I did it was .. just for the sake of it. Just let you know it is possible.
1) Download and install "Desktop App Converter" from Microsoft Store.
2) Start "Desktop App Converter" as Administrator(<-important).
3) Execute following in the Windows PowerShell (command-line)
DesktopAppConverter.exe -Installer C:\Apps\hoge\ -AppExecutable hoge.exe -Destination C:\Output -PackageName "hoge" -Publisher "CN=fuga" -Version 0.1.0.0 -MakeAppx -Sign -Verbose -Verify
You'll find hoge.appx in the output directory.
4) You can test it locally by executing,
Add-AppxPackage -Register C:\Output\hoge\PackageFiles\AppxManifest.xml
Now you will see it in the start menu.
Simple enough. But there is a catch. If you want to customize the installation such as file type associations, you have to edit AppxManifest.xml manually and use makeappx which is sucks.
Took me 1 day to research and prepare, and 1 day to figure things out.
*I recommend compiling 32bit exe because it runs fine on 64bit windows too.
*You need to create a windows developer account and receive IDs and replace -Publisher "CN=fuga" and -PackageName with your ID and package name.