Hi Nandu,
It is clearly long description in documentation.
It is no need to rewrite it in forum, because it could be not actual in future versions. http://www.exeoutput.com/doc.php
If you have the source code of your website, you can easily compile it to an EXE file. Just start a new project as explained in the doc.
If you don’t have the source code, you can still download your website offline and compile HTML files.