how to compile a c# program

Question

Hi, I've done a simple C# program which creates a Windows form. I have a couple questons tough:
1. how do I associate it to an icon in Windows (i.e. on my desktop), so that when I double-click that icon, my form shows up? If I simply copy and paste that .cs file to my desktop now, when I open it I don't see the executable version of it, just the code, etc.

2. how can I make then a ".exe" or setup version of this .cs program? So that I can install and make it run in other computers, even if they haven't Mcsft Visual C# installed in them. In other words, what should I do to make this very basic program become an independent piece of software which can be run and installed anywhere?

I am using Visual C# express edition.

Any help would be much welcomed. Thx.