Neither of those scripting languages supports to be compiled to a windows executable natively, however. Keep in mind that you don't have to compile it to an .exe if you want to execute it, you can do that a lot easier. If you really really want to compile them or your own language to an executable, you will indeed have to write a compiler which is a really complex thing to do. In order to do that you need to know about the structure of PE executables (windows binaries) and x86 opcodes at least. Not mentioning all the bits and pieces you need for the compiler architecture. Not an easy thing to do, but if you google for the keywords I mentioned above you may find some information on these topics.