I finished my tic tac toe game program, I`d like to know if anyone can tell me what I need to do in order to send the .exe file to someone and make it so the file executes without problems.
That depends on what and how you used build your program. If you statically linked to all the dependent libraries, that will increase the size of your program, but your program becomes self-contained. You can just ship the executable.
If you've dynamically linked to a bunch of libraries, say for example - you used Visual C++ 2005 and used MFC, then you'll need to ship the redistributable files for Visual C++ 2005 along with your program. Your client should first install the redistributables, which will copy the necessary DLLs and other resources that your program will depend on for running smoothly.
Note that I've linked to the 32 bit redist package, but there's also 64 bit, which you might want to take care of depending on what you've built.