how to make .exe of .net window application

You don't have to do anything special to generate an exe for windows application when you will complile the project it will automatically build the exe and place it in build folder. By default the build folder for debug is "bin\debug" and for release it's "bin\release" as @Kim explained.

Now for the exception you are getting you need to add that exception message to your solution so that other can understand what error you are getting while building the .exe?

Thanks,
hemant

Try this. This will help you.

Create an EXE or Setup File in .NET Windows Application[^]

There is not way to build and run any application without creating an executable file. Start with fresh project created from template and build it immediately before touching anything. It will immediately create the executable file. You can run it.

Since that moment, every your modification of the code or addition to the code can be used be a hostile compiler against you. :-) Write only what you completely understand. Remember, project template already gave you something that compiles into executable and runs from the very beginning. Is you spoil it later, it's totally your responsibility.

—SA