Can i build unity exe on fly / dynamically /runtime ?

Can i build unity exe on fly / dynamically /runtime ?

What does that mean?

For information on how to build a game to Windows Standalone, refer to the Build Settings:
Unity official tutorial - Build and Player Settings

Publishing Builds

Or do you mean, if you can build the game from script while it is running? No, this is not possible, but you could create a custom Build Pipeline with Custom Editors, but I think this might be misleading.