If you are using Visual Studio, I suspect you've created one already without knowing it...
Take a look in your projects directory for your solution folder.
I expect this will be under something like
C:\Users\Your Username\Documents\Visual Studio 20XX\Projects
Once you have found your solution folder, open it up and there should be a folder called "bin".
In that folder will be another folder, "debug". Your .exe file will be in there.
Let me know if I'm wrong and you're looking for something else.