Script for counting number of Turrets and when I destroy all of them I go to the YOU WIN seine

To answer your first question.

function Update () {
    var enemies : GameObject[] = GameObject.FindGameObjectsWithTag("Enemy");
    if(enemies.Length <= 0)
        Application.LoadLevel("WinScreen")
}

To use that tag all your turrets "Enemy" and when the die, destroy them or place another placeholder object in that isn't tagged enemy.

The second question: Go to "File/ Build Settings" and drag your scenes to the scenes window, select the file type you want to build it as(Windows Standalone) and hit Build.