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Creating an exe for a Windows standalone application using C# in Visual Studio 2015

I have created Sales Management System using C# and MS SQL Server 2012. This is working fine. All I want to know in how can I create an exe so that this can be installed in another machine without any .NET Framework.
e.g. it should say like SalesManagementSystem.exe, and I should be able to install it in any machine.

Just download the Setup project templates and create an installer:
https://marketplace.visualstudio.com/items?itemName=VisualStudioProductTeam.MicrosoftVisualStudio2015InstallerProjects
See my extensive guide here on how to make an Installer (one that upgrades itself as well):
Install to same path when upgrading application

A .Net application will never run without the corresponding framework installed. But depending on the target OS the framework is already installed. Please check the release history at wikipeda. There you can see which .Net version is already installed in which windows version.
If you want to deploy a single executable you have to embed all your depending assemblies into your executable as a resource (plenty of questions and answers are already at SO) and load them by overwriting the AssemblyResolve event.
If you want to create a windows installer take a look at WiX.

You cannot just skip the .NET Framework on the target machine - it is needed to run your program. The exe file, produced by the C# compiler contains MSIL, which is understood by .NET Framework, as opposed by the destination OS - be it Windows or any other.
Having that said, your best bet is to write an installer for your app and
distribute the .NET Framework distribute the .NET Framework along with it. When launched, the installer might check what is the installed version of the .NET framework on the target machine (if any) and respond appropriately by installing whatever it is needed for your application.
You can use WiX to author an installers.

.NET Framework 2.0 and 4.0 Visual Studio Toolbox item

I want to install two different version of my WinForms custom control in the Visual Studio Toolbox: the .NET Framework 2.0 version and the .NET Framework 4.0 one. I found this professional solution http://vstudiotoolbox.codeplex.com/ but selecting the proper .NET Framework is not covered.
Where can I learn more?
Thanks.

http://www.lextm.com/2012/08/how-to-install-custom-controls-to-visual-studio-part-i/
This covers what is required to install a .NET 2 control. If you want to install .NET 4's, you can follow
http://www.lextm.com/2012/08/how-to-install-custom-controls-to-visual-studio-part-ii/
My open source project is a sample for you to review how to perform the needed steps,
https://github.com/lextm/actionlistwinforms
Inno Setup is used to author the installer, but the tricks should apply to other installer techniques.

.NET Framework - Installing the application

I want to make an application (windows application) using C# and .NET Framework 3.5.
I want to make the install the application. I want the installation to determine - whether the user has the framework in the system. If the user does not have a framework - I want to install it.
How to create an installation of application with NET Framework 3.5?

If you use something like ClickOnce to install your application this will happen automatically. When you set it up it determines which version of .NET is required for your application. It doesn't include the required version in the installer - so your installer says the same size regardless - but puts in code that will install the correct version from Microsoft as required.

You could also use the Windows Installer XML toolkit, which contains ways to determine whether the required .NET version is installed. Also, you get an MSI installer.
Another way would be to use InnoSetup. You can write code using the integrated Pascal script interpreter which checks for the installed framework version.
The Installer project type that comes with "higher" versions of Visual Studio also contains ways to make the .NET Framework a requirement.
I've worked with all three of them and can tell you: it works. There may be other ways, like NSIS, but I haven't used them.

How can I deploy a C# application if users don't have .NET installed?

I have a C# program which I want to make available to my users, but the problem is that it requires .NET framework version 4.0. This is a problem because it was released pretty recently (April 2010) and a lot of people probably don't have it. To make matters worse it takes a while to download and install the framework (~10 minutes).
Is there any way I can install just a part of the framework I need? If that isn't possible can I compile my code down to a native binary for specific systems
eg. x86 32-bit, x86 64-bit, etc.
I've looked at a company called 'spoon' http://spoon.net/ but that looks like it just emulates apps on a server (sort of like citrix). What can I do to resolve this dilemma?

Anyone who wants to run your program needs the appropriate version of the .NET Framework installed. There's no way to work around this. It honestly amazes me how often this question gets asked. You can't compile .NET code down to any kind of a "native binary", and you can't distribute only the portions of the framework that you need. If all of this was important to you, you should have chosen a different development platform in the beginning.
Your only option is to bundle the .NET Framework along with your application's installer. The way to make this easiest on your customers is to use Visual Studio to create a setup project that will automatically install the .NET FW if they don't have it already, and then install your application, all in a single step process.
Visual Studio has built-in support for creating such a setup project, and most of the dirty work is handled for you. File -> New Project -> Other Project Types -> Setup & Deployment -> Visual Studio Installer. Then, pick either the "Setup Project" or "Setup Wizard" option, and follow the instructions.
The only thing to keep in mind since you've developed for .NET 4.0 is that there are two versions of this framework: the full version and the "Client Profile". The Client Profile is an attempt to do exactly as you mention and install only the portions of the framework that are used by the typical application. You have to first figure out of this is a deployment option for you. If your program uses classes that are not available in the Client Profile, you need to install the full version. Otherwise, you can consider installing the Client Profile, which is the default for all new projects targeting .NET 4.0 in VS 2010. Check the "Target Framework" settings for your application, under the project Properties. If it's not set to Client Profile already, try changing it and see if it will compile. That's the quickest way to tell if this deployment option is available to you. But there's only about a 15% difference in size between the two frameworks, so it isn't really that big of a deal if you must deploy the full version.
Either way, the setup project will automatically determine and bundle the correct version for your app. Definitely don't make the user download and run the .NET installer separately. Use the setup project and do this for them automatically. If you don't have VS or don't want to use the one it provides, investigate alternatives, like Inno Setup, which also support deploying and installing the .NET runtime with an app.

In many cases you do not need the entire .NET Framework 4.0 and can use the much smaller .NET Framework Client Profile. You can then use an installer to bundle the client profile installer with your app into a single deployment.
You cannot run a .NET app without the framework. If this is a deployment issue for your customers, you should consider either a Click-Once installer (web-based automated installation and updating) or porting the app to Silverlight.

For the sake of completeness, there is also the possibility for .NET Core release deploy Self-Contained Deployments (SCD) nowadays. When you create a self-contained deployment, .NET Core tools automatically include the latest serviced runtime of the .NET Core version that your application targets.
Deploying a Self-contained deployment has two major advantages:
You have sole control of the version of .NET Core that is deployed with your app. .NET Core can be serviced only by you.
You can be assured that the target system can run your .NET Core app, since you're providing the version of .NET Core that it will run on.
Here is a small guide from Scott Hanselman.

Install (activate) .NET 3.0 Framework with an application in Vista

if i have an application that requires .net 3.0, what is the proper way to make an install file out of it, that will install the application and then install (activate) the .net 3.0? i tried publishing my project through visual studio 2008 (c#) which created the installer and the .net activator, but it didn't work properly on computers other than my own, when the .net 3.0 was not present.
i though i could bundle http://www.microsoft.com/downloads/details.aspx?FamilyID=10CC340B-F857-4A14-83F5-25634C3BF043&displaylang=en with the application, which would download and install .net 3.0 if needed. this could work ok on non-vista systems, but on vista, the redist package reports an error: you must use turn windows features on or off in the control panel to install or configure microsoft .net framework 3.0

The key is to install the .net framework if it is not there - regardless of the OS. Also, just go ahead and install the .Net 3.5 framework if you are going to install one of them.
Anyway, if you are using the built in installer that comes with Visual Studio, this is a real pain in the butt. You would be better off, and saner if you went with a different installer package. Install Shield, Wise, InstallAware will all do it for you. I believe you can also find better guidance on how to do this with Wix and NullSoft Installer.
http://www.improve.dk/blog/2007/06/10/creating-a-dotnet-bootstrapped-installer-using-nsis
How can I detect .NET 3.5 in WiX?

Windows Vista has already .NET Framework 3.0 installed.
Now if you wanted for example to have .NET Framework 3.5 installed you could create a Setup Project and then right click and go to View->Launch Conditions. There will be a .NET Framework launch condition where you can specify the required version of the framework and an URL to download from.
Here's a post about Launch Conditions in a Setup Project.