You mean an executable that you run on your local PC? There are MANY ways to do that on Windows. Start here by reading about the various approaches that Microsoft recommends:

https://developer.microsoft.com/en-us/windows/desktop/getsta...

For a more hands-on approach, see this practical example where you use Microsoft Visual Studio (it's the IDE for Windows development):

https://msdn.microsoft.com/en-us/library/jj153219.aspx

Visual Studio is pretty much mandatory if you're serious about developing for Windows. Download the free version, Visual Studio Community, here:

https://www.visualstudio.com/vs/community/

For LOTS of references, sample codes and much much more, see the amazing MSDN, e.g.

https://msdn.microsoft.com/en-us

https://code.msdn.microsoft.com/site/search?f%5B0%5D.Type=Pl...

https://code.msdn.microsoft.com/How-to-run-Hello-World-bd5d7...

https://code.msdn.microsoft.com/Creating-CRUD-application-1b...