I made website that has connection with database... now i want to make exe of my project ,so that my C# code in MS Visual studio should not be visible to user. any help?

Any server side code won't be visible in a website anyway so you're perfectly safe.

you don't get an exe from web applications, the code gets compiled into .dll files which are deployed to the IIS web server. If you want to ensure your connection string is kept safe, then, ideally, you should have your connection string information in your web.config file and then you would encrypt it before deploying it to the server. If you google "encrypt web.config connectionstring" you'll find all sorts of posts out there on how to do this. I prefer to use the Microsoft Enterprise Library to do this as their tool makes it very easy.