how can I make a stand-alone exe in Visual Studio. Its just a simple Console application that I think users would not like to install a tiny Console application. I compiled
If I understand you correctly, yes you can, but not under Visual Studio (from what I know). To force the compiler to generate a real, standalone executable (which means you use C# like any other language) you use the program mkbundle (shipped with Mono). This will compile your C# app into a real, no dependency executable.
There is a lot of misconceptions about this around the internet. It does not defeat the purpose of the .net framework like some people state, because how can you lose future features of the .net framework if you havent used these features to begin with? And when you ship updates to your app, it's not exactly hard work to run it through the mkbundle processor before building your installer. There is also a speed benefit involved making your app run at native speed (because now it IS native).
In C++ or Delphi you have the same system, but without the middle MSIL layer. So if you use a namespace or sourcefile (called a unit under Delphi), then it's compiled and included in your final binary. So your final binary will be larger (Read: "Normal" size for a real app). The same goes for the parts of the framework you use in .net, these are also included in your app. However, smart linking does shave a conciderable amount.
Hope it helps!