how to make an exe file in C++ builder?

Great!
C++ Builder is OK.

Now you need decide which executable program you want create.
There are 3 options:
1. C Console application
2. C++ Console application
3. Windows VCL (Visual Component Library) application

Let's define the three types:
1. C Console
Your program will run in full screen or in a black background window, typically in text mode only. The syntax is ANSI C or Borland C (some addins from Borland). Here is a sample:

// c code sample
//---------------------------------------------------------------------------
#include <conio.h>  // for using getch()
void main(void)
{
   int i;
   for (i=1; i<=3; i++)
   {
      printf("%d\n");
   }
   getch(); // console will be closed immediately without this
//---------------------------------------------------------------------------
The console will show:
1
2
3
as a result of the above program.

2. 1. C++ Console
Your program will run in full screen or in a black background window, typically in text mode only, the same as in C Console. The difference is the program is in C++ syntax. Here is a sample:
//---------------------------------------------------------------------------

#pragma hdrstop
#pragma argsused

#include <math.h>       // for using tan
#include <iostream.h> // for using cin and cout
void main(void)
{
    class CPolygon        // dfefine regular polygon
    {
    private:
        float area;
    public:
        char *name;
        int n;                 // number of vertices
        float side;          // side lenght
        float PolyArea()
        {
            area = side*side*n/(4*tan(3.14159/n));
            return area;
        }
    };

    char c;
    CPolygon triangle;  // create triangle class
    triangle.name="Triangle";
    triangle.n = 3;
    triangle.side = 15;
    cout << "Area of " << triangle.name << " is " << triangle.PolyArea();
    cin >> c;             // waits for the user to close console
}
//---------------------------------------------------------------------------
This code results in the following message in the console:
Area of Triangle is 97.4281

3. C++ VCL application
Your program will run in a window and can use all the Windows components (windows, dialogs, buttons, graphics, images). The code to call VCL functions must be in C++ syntax, but parts can be pure C. Here is a sample (just a fragment, to give an idea):

//---------------------------------------------------------------------------
void __fastcall TForm1::FormCreate(TObject *Sender)
{
pathcourses = "K:\\Borland\\CBuilder6\\Projects\\ProTeam\\courses\\";
filecourses = "courselist.vts";
F1Chapter->Visible = false;
Form1->Width = 313;
icourse = 0;
Load1Click(this);
changed = true;
}
//---------------------------------------------------------------------------

You can start with simple C or C++ programs, as console applications.
Also you can try the 2 sample codes provided here to build exe files.

Well, we checked that C++ Builder is running properly and, for sure, is creating exe files.
If you use the default directories, the exe file will be made in the same directory the source files are. Let me suggest to create a new directory for each new project, so you can examine easely the files.

Jose