A .c file is your source code file while a .exe file is an executable file, which is obtained after you successfully compile the code.

For compilation you need compilers:

• Install GCC command line tools (e.g. Getting Started | MinGW) or some IDEs bundled with GCC (e.g. Code::Blocks)
• Install Visual C++ Express ( Download Overview I guess the smallest express version would do the job).

Open compiler writes a new C program, compile it using f9 and then run it. Once you run a program the .exe file is created under the output directory as set in the Options – Directories.

An executable file can be executed in two ways that are:

1) By typing the name of the executable file in the command prompt.

2) By double click on the application (executable file) in windows mode.

Hope this may help you.