I am trying to find a way to provide .exe (executable) file without side-loading the application or going through microsoft app store publishing process.
Also if its not possible, which type of App platform provide this facility.
It's not possible for UWP applications. You must generate an app package and install it via side-loading (if you don't want to go through the Store). You could create a WPF application (or many other types of applications, for that matter) to have an executable at the end of the compilation.