"As project requirement, I want to make an 'exe' that runs on every Windows PC without installing software or dependency sofware -> .Net FW. Just when clicked and the s/w exe should execute.".
1) What if the version of Windows doesn't have any .Net Framework?
2) What if the version of Windows doesn't support any version of .Net Framework? (.Net didn't come around until Win2K/ME ish times, and Windows 95 won't take most .Net frameworks, 3.1 / 3.5 wont even take Mono)
"Is it possible to make such machine independent 'exe' for Windows from .Net ??"
Sounds like you're trying to make something like a Setup.exe that can be a single download that will work out the specifics after the fact... Actually the "machine independent" makes even C++ unsuitable, because while C++ will work on Windows, Mac, Linux, Unix, and a whole slew of more exotic systems with x86, x64, i64, PPC, ARM24/32/64 etc. (all of which exist with Windows installed on them, out there, in the wild, but are pretty rare) once the executable is compiled and linked, it will be targeted towards a single CPU architecture and OS. (OS/2, GEM and DOS all use .exe files, and there are some similarities between them, but most other OS don't require any specific file extension for executable binaries)
So, .Net isn't a terrible idea for this reason, any more than a .jar, .pl or .py would be. (which is relatively common for *nix software that you hope will run on Linux, Mac and BSD Unix... maybe even Solaris or HP/UX etc.) If you target MSIL, rather then x86 or x64, then your .exe will run on PPC Windows, DEC Alpha Windows, Itanium Windows, and ARM Windows, as well as the other two. (although this isn't what you are asking about) If you build it without a dependence on the WPF, or other Windows specific GUI engine, it will also work on Mac, Linux and BSD, so long as they have Mono installed. (it just may be worth considering, while you're at it... Versions of Windows Microsoft don't support with the appropriate .Net version will also need Mono to work this way)
To that end, I would recommend building a command-line executable in Mono, rather than .Net development environment. (Mono executable will run on .Net easier than .Net executables run on Mono... Though either is possible if you are careful about the dependencies you include in headers you import into your source)
I've had some success with this, writing a background service that would install on either Windows or Linux with the same binary executable. I used MonoDevelop. (https://www.monodevelop.com/) However, it's really just a flashy IDE around the core Mono development tools. (https://www.mono-project.com/)