how to create .exe file

If, by ".EXE file", you mean something to run on a PC under MS-DOS or windows, then YOU CANNOT DO THIS WITH THE KEIL TOOLS!

If, on the other hand, the ".EXE" bit is a red herring and you do actually want to know how to create something to run on an 8051, then you need to read the uVision Getting Started Guide - and work through the example Projects in it.

This will walk you through the whole process, and give you a proper introduction to the tools.

If, by ".EXE file", you mean something to run on a PC under MS-DOS or windows, then YOU CANNOT DO THIS WITH THE KEIL TOOLS!

If, on the other hand, the ".EXE" bit is a red herring and you do actually want to know how to create something to run on an 8051, then you need to read the uVision Getting Started Guide - and work through the example Projects in it.

This will walk you through the whole process, and give you a proper introduction to the tools.

My answer to the original question: "Press the F7 key".

I fear Mr. Rohan Rohan does not quite take first prize

First prize, then, I must see. A link, perhaps?