How do I use a program I've written?

I have Microsoft Visual Studio 2005. After I write a program, VB, C++ or J# how do I "give" it to a typical user? How do I create a working .exe?

How do I use a program I've written?
i think u just need to compile the prog. and the exe is created in the output folder......thts how it works in c++......can't say abt VB and j#