first of all these are not errors, just info messages.

second are you sure you are checking the "Compile EXE" in publish window.
output of a small project:

Project Files:
1. yer.mdl
2. duvar.mdl
3. car.mdl

Create Engine: (tron.exe)
1. tron.exe

Autobind:
1. Skipped: C:\Users\Quadraxas\Desktop\lc\acknex.wdf
2. C:\Program Files\GStudio7\d3dx9_30.dll

subdirectory created:
c:\users\quadraxas\desktop\lc\tron.cd\

you seem to be skipping the red part.