New Project > Windows Form Application. When your done it's in C:\Users\user\Documents\Visual Studio 2010
Originally Posted by Brinuz I thought he was asking how to actually build/compile the application? oO So was I, that's what the question would imply
If you want the .exe from your current project, first build your project then check in your project folder. I.e Code: C:\Users\Brody\Programming\Visual Studio 2008\Projects\Example\bin\release and you should find your executable there.