application creation

This might seem like a stupid question, but it’s something that i’m not familiar with. I have experienced various programming languages, and I’ve recently become familiar with openGL in C++. All the openGL projects I’ve done were in a linux lab. I’ve also used code warrior and some visual studio and jdk for general windows environment programming. However, i’ve never taken my code and created an installation rountine for a cd. How do I go about this? I’m most interested in taking some openGL projects to be installed to windows. Also generally c++ and java programs that i’ve written and would like to take out of the development environment for personal use. Any assistance would be appreciated. Thanks!