Once I have finished designing my filemaker database can I then make this file an "exe file" so the design cannot be changed and people can add,delete and print from the database.

You just use the command File->Developer Utilities... and add the files you want in your solution. You have options to remove developer access and create a runtime .exe file among others. Just remember that runtimes can't be networked to a server or act as a host. For client-server you still need a copy of Filemaker Pro for every client.