How do I make a Program that I write on C++ an executable file on its own?

Yes, you can. I mean, how do you think professional programmers do it? In fact, most IDEs for compiled languages compile a standalone executable before running the program anyway. I'm not familiar with the particular IDE you mentioned, you'd have to look up how it works. In some cases, you need to jump through a few extra hoops in order to get the program to execute outside the IDE.