You get the exe with Platforms > Windows > Shipping
There is an issue with windows and having too long file paths. The limit is 260 characters. You can enable support for longer file paths. You have to change the group policy in windows and then can enable the support for long paths in the unreal editor preferences.
Another option (and what i did) is putting your project not under C:/Users/Windows/Documents/Unreal Projects/PROJECT but have it under the root of your drive eg. C:/PROJECT