I am confusing, should I build the .exe file first then the application or reversed ?
No, we are confusing, you are confused. I'm going to try to "lessen the confusion".
To start a VI with either VI Server or through Start Asynchronous Call, you need a file path to the VI (which, as you may have learned, can be slightly different if you are asking from a Development or an Execution Environment). The following method works for both environments: