Compile and link your code (this process is also sometimes called "build"). If you don't have any errors, the linker will produce an exe file.
I'm not familiar with Dev C++ but certainly there's information on how to use the compiler in the documentation and on their site.
EDIT: This isn't a chatroom. people aren't constantly on the forum waiting to answer questions. If you don't get a response in 4 minutes people probably just haven't seen your question.