From windows back to the project, HELP!!!

[proggie]

I need help on how the user gets back to the project once he has left it?

Once the user gets out of the program (by clicking an exit button), and goes to windows,
how can he get back into the program?
Do I have to make an .exe?
Does the user have to go to MY pc, then to the CD drive and the search for an .exe in the folders (contents)
of the program (project)?

Thanks a lot for your kindest attention.

Nikita Borova.