Quote: "Is it a exe file which can be run in windows? I want to upload my game into AppUp."
Yes, your program needs to be compiled to an exe to run natively on windows. However to upload to AppUp, you will need to package your exe correctly in an msi installer. The installer must be "silent" meaning that there must be no required user interaction with it beyond granting it administrative permissions and it must be signed. Also note that it is not the exe that is created when you compile for testing on your machine. Rather, you need to compile it to an exe using VS to compile your own version of the interpreter, just as is the case for other platforms.
To package your app as an msi, you may want to have a look at the
App Developers Group thread that has a wealth of information. Personally, I always user Mr D's
MiniMSIMaker that makes the entire packaging process much easier. There is a comprehensive guide on submitting your app to AppUp (admittedly written with DBP apps in mind)
here on baxspace.com. TGC also has their own
documentation on the process specifically for AGK.
I should add that having said all this, I have yet to get an AppGameKit app to run successfully in AppUp and I have yet to hear from someone who has. However the issue (for me at least) hasn't been packaging it but getting it to run through the AppUp client. See my thread on this
here.
Anyhow hope this helps and good luck!