The only option I see under C# Windows is "Class Library" to create a DLL. But I don't want a dll. I want an EXE (this time). I'm running Windows 7, btw.
If you want an executable, that suggests you don't want a web application which is what the Web Developer Express targets.
Instead, download and install the "Visual Studio Express 2013 For Windows Desktop" version. That will let you create console applications, WinForms apps, WPF apps etc. (Note that there's also a "for Windows" version rather than "for Windows Desktop" - that's for Windows Phone and Windows Store apps.)
Or hey, just skip straight to Visual Studio Community Edition which has it all in one bundle :)
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