[Dev-C++] new to this but how do i save a file and also see it run

I'm not dumb but this seems like a dumb question..cannot find the solutionin the Dev C++ compiler how do i make an exe file that i could run from dos or "my computer" in windows XP pro f?I cannot find an option in the compiler to create an exe file...i thought i had done this before and been able to run the save the executable and run it from dos...i've tried using wind gui and wind app in project options but it doesn't seem to matter and i cannot find a save exe file which i had done somehow before with this compilerBill in Atlanta