This is amazing: you are not asking about development of a project you are asking about creating of ".exe" file. Does it mean that you already have a project? If you do, you already have and ".exe" file, if your project compiles, just look at your output directory which you can see from project settings (or just perform a file search for "*.exe"). If it does not compile, you don't really have a project. So, the question makes no sense.
Perhaps the question is: "How to develop C++ projects which compile to .exe files?". Such question would make sense but answering it would not. This is because you're asking this question at CodeProject's
quick Questions & Answers. The answer could be quick, indeed: learn C++ programming from scratch, read a book, for example, something like "C++ for Dummies — Davis, Stephen R. 9780470317266",
http://compare.ebay.com/like/150585373013?var=lv<yp=AllFixedPriceItemTypes&var=sbar[
^], $17.72 on eBay, or something like this.
You really need learning this from scratch, because you seemingly have little idea on what's EXE, compilation or interpretation, otherwise the question would be different. There is nothing wrong about it; everyone started from scratch one time or another. Just start learning.
[EDIT]
To answer the follow-up question.
If your DLLs are .NET assemblies but you don't have their source code and don't want to deploy them as separate file, you can merge them all in one EXE file.
Here is the solution:
http://www.microsoft.com/download/en/details.aspx?id=17630[
^],
Merging .NET assemblies using ILMerge[
^].
See also:
http://research.microsoft.com/en-us/people/mbarnett/ilmerge.aspx[
^].
Does it make sense for you?
—SA
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