How to generate an exe in asp.net?

First create the window application then add the setup project from add>other project type> setup and deployment > setup project.

Go to setup project > view > file system.
It shows three folder. Choose application folder > Right Click > Add > project output and choose your application.

Build the setup and get exe in your specified folder.

Run the setup.exe and then go to your specified folder where your project exe resides and run it.