In Visual Studio go to New Project -> Project types: Other Project Types -> Setup and Deployment.
While in java you can create it to a JAR file which is more like a zip. If you want to create an exe out of java files then you have to use a third party tool to create an exe.
For creating a JAR:
first create a manifest file
Manifest-Version: 1.0
Created-By: 1.5.0 (Sun Microsystems Inc.)
Main-Class: mainclass name
then to create the JAR file.
jar cmf manifest.mf anyname.jar *.*
arjunsasidharan
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