All you have to do is compile it. You do this by going to Build -> Compile [filename].
The .exe file is then in a folder called 'Debug' in the place you saved the source - if you saved the source in C:\foo, the exe would be in C:\foo\Debug.
how do u get to that folder?
Ohhh..I get it now! all u gotta do is compile it then search(with the program, Search) for ur project, then look in the folder of ur project, open it, and villa! there it is!