Shir,
Is your question how to distribute Measurement Studio applications, or simply how to build an exe. If your project target is a Windows Application, then you should already have an executable that is built whenever you hit the Run button in Visual Studio. Check your project files for a Debug or Release directory for the actual executable.
If your question pertains to the distribution of Measurement Studio applications, there is a section in the Measurement Studio help that discusses deployment. On the main Measurement Studio page there is a link to the Deploying Measurement Studio Applications help document.
For future reference, you may have better luck if you post unrelated questions in new threads. Many users may miss these questions because they are attached to an unrelated thread.
Please let me know if you have any further questions.
Thanks,
Tyler Tigue