Hi,
other than setup and deployment, is there any solution to make .net web application as an exe file.

Not unless you are talking about ActiveX controls or something, no, web apps can not be compiled into an exe that can be executed directly on a machine.

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I will only tell you how to do it, not do it for you.
Unless, of course, you want to hire me to do work for you.

^^Thats my signature