VS solution build

1. What is the "vs solution" ?
2. How are you performing your "build and clean" ?
3. What isn't creating the .exe ?

Go into VS, click "File->Add->New Project". In the "Add New Project" dialog, expand "Other Project Types" under the "Project Types" tree, and choose "Setup and Deployment". On the right side, then choose "Setup Project".

You will have to look through the MSDN documentation about how to configure your installer project, how to add items to it, design the UI, etc.

i figured out how to do that but i have to do it through the command line

don't know how to create a window installer

I've used NSIS to create Windows installers from my py2exe programs in the past.