I developed a small app which can create .exe files using codedom (I think it is csc.exe).
It seems that the compiler is included in the .NET framework and not only exclusively in Visual Studio.
Am I allowed to let my software customers create their own exes with my application which uses the .net compiler?
I wont distribute the compiler in my application, it is included in the .net redistributable.
"Am I allowed to let my software customers create their own exes with my application which uses the .net compiler?"
Yes. The Express Edition of Visual Studio is free with all the tools (such as .Net, csc.exe & etc):
http://www.microsoft.com/visualstudio/en-us/products/2010-editions/visual-csharp-express
Visual C# 2010 Express is part of the Visual Studio 2010 Express family, a free set of tools that Windows developers at any level can use to create custom applications using basic and expert settings.