Creating executable files with Mathematica is possible, allowing users to run programs without needing the full software. The MathCode application from Wolfram enables this functionality, but it comes at a cost of $3,000. Users express interest in the practicality and affordability of this solution for deploying Mathematica code. The discussion highlights the balance between the benefits of standalone executables and the investment required. Overall, Mathematica offers options for creating executables, but users must consider the associated costs.