The '.exe' file extension (at least on Windows, which I'll assume since you've added a Visual Studio-related tag) implies a binary file with a special format-a Portable Executable, or PE for short.
I presume you won't be satisfied with that, so I'll elaborate a little further. So you can create a '.bin' file by renaming the '.exe' file that your linker generates to '.bin'. The extension generally just indicates a binary file, but all files are binary. There is nothing magic about a '.bin' file.