Hi, Follow the step to make exe of application
Open VS => File => New Project => Other projects Type => Setup and Deployment => Enter Exe name .
After createing right click and and exe.file => Build solution
(Same way by clicking right clicking add db file and your required folders and files)
If u want to add shrotcuts on desktop and program after adding exe right click on exe => create shortcut => drag these short cut in user desktop and program menu respectively.
Hope it will helps you