If your looking to make an installer (to install your game on a friends computer without having them compile source code), i know Visual Studio enterprise had tools to make an installer, however the enterprise version is expensive. There are several free, or pay to play installer scripts/makers out there.
check out:
http://www.advancedinstaller.com/
or
http://nsis.sourceforge.net/Main_Page <---this is the free one.
once you make your game you would compile and exe and any dll's etc (this asumes you are developing for windows), then you would create a installer package from a installer script like the nullsoft installer. Then you'd pass out the file that the installer script makes to your friends, they would run it and just have the program, not the source because you decide what gets installed on their system. Sometimes you might want to include other libraries like OpenGL or DirectX 9 because it's ether a new lib (meaning not many people would have upgraded to it yet) or it's an uncommon lib (OpenGL isn't that common, but it is getting used for more stuff all the time).