Creating an *.exe file when compiling the web appication

Might be a stupid question, but - *what is that .exe file for? When running a TMS Web Core application from Delphi or Lazarus there is a TMSWebServer.exe which runs the HTML / JSON file ...

Is that *.exe file containing all this? Webserver and the html code?

Probably that belongs to the other forum, in which TMS Web Core for RAD Studio topics are treated. In any case, that is the web server serving the files, it doesn't contain any file, but serves them. In TMS Web Core for RAD Studio you won't see any .exe file, because the server is implemented by the VSC extension.