I hope you don't really want to run an exe from a website! I
think what you mean is you want to run your webhelp.
When you say you have completed your project, do you just
mean you have prepared all the source files? If so you now need to
generate the output so double click the WebHelp output in Single
Source Layouts and in the first field you will see the default for
where that will be located on your hard disk. You can amend that
but keep it local.
To get the help to the server you can do that by one of the
following methods:
1] Uploading the generated files using an FTP client.
2] Passing all the folders and files in the output to your
developers.
3] Adding a server definition in the last page of the wizard.
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