Hi Xinhong,
first of all it's important to know which version of LabVIEW you're using (the procedure of creating an exe-file changed with the introduction of LabVIEW version 8.0).
There are three different versions of LabVIEW available that differ in the functionality they deliver (see also this link): LabVIEW Base Development, Full Development and Professional Development.
The so called Application Builder that is required to built an Exe-File is part of LabVIEW Professional, if you do not have this package the application builder still can be aquired seperately.
Please see this link that provides a detailed tutorial of how to create Executables and Installer packages.
