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If you are using a UWP project, it cannot be packaged into a single .exe file. UWP supports the following three types of packag. There is no content about UWP packaging into exe in the official document.
- App Package (.msix or .appx)
- App Bundle (.msixbundle or .appxbundle)
- App Package Upload File (.msixupload or .appxupload) - for Store Submission only
If it is a Desktop app(Windows Forms, WPF, Win32 etc.), you can try to package it into an exe file.
Thank you
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