You just compile it. In the binRelease (or binDebug) folder, the .exe will be in there.
If you're asking how to make an executable which does not rely on the .NET framework at all, then that's a lot harder and you'll need to purchase something like RemoteSoft's Salamader. In general, it's not really worth the bother: Windows Vista comes with .NET framework 2.0 pre-installed already so if you're worried about that, you can just target the 2.0 framework (then only XP users would have to install the framework).
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