Indie game storeFree gamesFun gamesHorror games
Game developmentAssetsComics

is there a way to export an executable file?

Yes, there's an option to create a .TAP file

what's a .TAP

It's a file that when loaded into an emulator loads and runs the game.  If you wish to play a game on a Spectrum emulator you usually load .TZX or .TAP files