Thats a very complicated situations. You need to be having compiler to generate the executables but I guess your problem can be solved by a couple of ways.
1. Allow them saving a file of your custom extension say mz and when user double clicks it it opens using your application.
2. You save a compiled executable as a resource in the project of your VC and when user saves the data extract the binary resource to the harddisk and assign the settings accordingly into some predefined resources.