how to create .exe file

Your question showed such a complete lack of understanding of what the Keil tools are for that I thought your question was stupid, sorry.

The idea of creating .exe files from Keil does not make a lot of sense unless you have ported MSDOS/windows to an 8052

Your question showed such a complete lack of understanding of what the Keil tools are for that I thought your question was stupid, sorry.

The idea of creating .exe files from Keil does not make a lot of sense unless you have ported MSDOS/windows to an 8052

"unless you have ported MSDOS/windows to an 8052"

Which, in itself, makes no sense!