Should I create exe file or not?

Both approaches would eventually work.
But then, also transporting your PC to the final user house would work.
What I mean is, writing an executable is the most practical solution.

Quote:

I created an app in Visual Studio and want to run it on another computer. Is it better to create an exe file to run the app or load Visual Studio on the other computer and run the app?

If giving full project source code to customer is OK for you, VS will do it.
Otherwise an exe is preferable.

You do not say which language you are using, so there may be other issues you need to consider. But if you are creating an application for your customers then you should at least understand the issues that need to be considered first. And the only safe way is to create an installer, to ensure that the program and any dependencies are installed on the target system. You can do this in a number of different ways, see windows installer - Google Search[^].

If you want to debug your application on client machine OR want to see live values in your code variables then you need Visual Studio at client machine other wise not required.

You simply copy your release folder ".exe" and if any special ".dll" file(s) to client machine.