How to make an 'exe' file from a bunch of files having codes written in them ?

I have developed a web application " hostel_management" in ASP.NET with a connectivity with sql database. Nw how would i convert my whole project (or my several webpages) into one executable file or like an installer which would install and run on ny computer on which visual studio is not installed ? Also help me with database . Its like currently i am having a local server and all the files are on my computer, so the application is running properly. But if i am running it on internet, where all my data will be stored? Please help .. thanx..