UE makes .exe file instead of .dll

I’ve been actualy trying every single one. I’m on Visual Studio 2015. It’s same on QT Creator which worked perfectly for me before. It’s thesame when double clicking on .uproject file. It tells me that there is no .dll file and if I want him to build it and then it makes an .exe file, and says that .dll couldn’t be done. There is nothing special in my .uproject file. And my mates have thesame. I can’t work :confused: