Nop. I can't find any exe file when I publish it. Here are my files of my test game:

display00.wdl
gid01.wdl
mygame.wdl
mygame.wmb
palette.pcx
ring.mdl
start0.sav
sword.mdl
temp.mdl

But no exe. Strange. Can you tell me how can I get it?

Have a nice day