madExcept doesn't create this madExceptWizard.txt file! It's vice versa: If *you* manually create it, then the madExcept IDE wizard writes log information into this file. If you don't create this file, madExcept won't create it, either.
The madCollection installer doesn't create any hidden files.
When calling InjectLibrary for system/user/session wide DLL injection in the NT family, madCodeHook temporarily writes a driver file into the system's temp directory. The driver is then installed and the driver file deleted again. The file is on the harddisk for just some microseconds. This method is used by other software, too, e.g. as far as I know by some of sysinternals' tools, like the process, file and registry monitors.
