You know, the simplest things are the most often overlooked. What little education I have in C#, I've never been told that a seperate executable was created. Searching the internet, I've never come across that information. Most of the information you can find on google about C# is cluttered and/or vague. There should be some more resources that have simple statements like
The program you made goes in this folder after you click debug!
See? Simple.