How can I make exe file or setup file for the application I make with Microsoft Access. I want to run this application on a PC where Microsoft Office is not installed....

You need to get the Microsoft Office Developers tools and create a MS Access "runtime" data base. This will allow you to distribute a data base to computers that do not have Access installed. Do a search on Microsoft's site for "Office Developers Tools".

Here's a little more info on Access runtime d/b's: You can create a "runtime" Access database that you can distribute to users without Access on their computers. In Access click on help and do a search for "runtime". You should get a help page up that starts with the following: "Microsoft Office 2000 Developer contents Microsoft Office 2000 Developer provides advanced tools that developers can use to create and distribute custom applications. The Office 2000 Developer includes the following:" Have a look through the page and see if what you need is there. You may have to get the "Office Developers Tools CD-ROM"