producing an executable file

First you should assign a nice Icon to one or all of your forms. Icon is a property of the form. After this goto to the Projects menu and select the Project Properties option. From there you go to the Make Tab and select which form in your project to use as the programs Icon. It uses the Icon you gave that form. Also back at the General Tab you can change the project name and then use it for the name of the .exe when you compile the program. After this you can set version info, copywrite info, all kinds of stuff. Then close the project properties dialog and save the project. Next go to the File Menu and Select the Make ?.exe where ? is the project name.
After you successfully create the exe file it is ready to run. You can create a shortcut for the program and place the shortcut any where on your system you want. Then you can just double click the shortcut to start up the program. Now if you want to run this program on someone else's machine then you will have to create an installer application that installs your program on their system before they can run it. For that you can either use the Package and deployment wizard, which everyone hates, or you can use the Visual Studio Installer program to create an installation project which will build your installer application for you, based on options you select.

Icon is a property on the form itself. When you select the Icon Property a button with three dots (...) shows up and you click the button and the Load Icon file selection dialog box appears. From there just select the Icon File you want to use. Once you do this the Icon appears in the upper left corner of the forms title bar and if you set the project properties to use that form then the Icon will also be used as the compiled program's Icon.