How can I make Web Application project a standalone desktop application with IIS Express and SQL Server Express?
With "standalone" I mean clicking on an exe-file start my application (e.g. start.aspx in my browser). The whole application consists of lots of aspx-files which run in a browser.
NOW: I have my Web Application project running fine when pressing F5 in Visual Studio 2010.
MY AIM: I want to start this project on a local machine just as easy as it is in Visual Studio, but how could I do so?
You're misunderstanding what happens when you press F5 in Visual Studio.
When you press F5, and if you're using the Visual Studio Development Server instead of IIS, that server is started up, and can serve requests for your application that come in on localhost. In any case, Visual Studio next starts your default browser and tells it to browse to your web application. The only application being launched on the desktop is your browser.
When your application is ready for other users to use, you will need to deploy it to a web server. Once it is deployed to the web server, users will be able to open their browser and browse to your application.
There is no simple way to package up a web server, database server, and your web application into a single .exe that a user can double-click.