Hi, like Mobiius said, an exe is created when you compile and/or run the program. The exe is created/saved in the folder that was created when you saved or created a new project. I don't have the free version of DBPro but this is where I find my exes.
Here are some simple steps to creating a program and finding the exe.
1: Open DBPro
2: Create a new project called "Hello World" and take note of where the project will be created.
3: Copy and paste this code
PRINT "Hello World"
WAIT KEY
4: Save the project
5: Compile and run
6: Locate the "Hello World" folder from step 2 and open it
7: Inside there should be an exe. If you run it, it should be the same as what you saw in step 5.
Hope this helps!!!
A clever person solves a problem, a wise person avoids it - Albert Einstein