Go to: Build>Configuration Manager
Edit:: Sorry, I didn't read your question thoroughly

Okay. In the Configuration Manager, I will then choose:

Active solution configuration: Release
Configuration: Release

If I do this, it will create files under C:\

Now comes another question. It creates about 12 different files.

My question will be this: My project is called "Form1". If I open this Folder in the Projects folder, I will have a folder called Debug that contains 4 files.
Cant I just take these 4 files and do a setup.exe file ?

Or does the Release any kind of debugging that makes it difficult to crack and open the code. I am a complete novice when it comes to this process.
Will the release be more secure against hackers (I dont know how to put this question but something like this)

BTW, Did you put the path(s) between quotes?

I dont know if I did, I dont think so

Try to do it

Yes ofcourse, you are right. I forgot the quotes:

"C:\"

Now it works.

Thank you !!