There is something wrong with your project setup. I'd advise you to create a demo project with one of the wizards and do the build there, just to get a feeling how it works and how long it normally takes.
Also, are you sure that you really want an exe file? All you need is an installer which you can give to others so that they can install your software on their systems. (The .exe mentioned in the docs is an installer exe and not your program exe file.)