Add an EXE file to a project, so that it will be copied to the Bin/Debug folder just like a DLL?

You can go the properties of the file, and under Copy to output Directory select, copy if newer

You could add the executable as item to your C# project and in its properties set its Copy to Output Directory property to Copy always. This way the executable will be copied to the output folder (bin\Debug or bin\Release) everytime you compile your project.

Create a batch file that is performing the copy action after the build. It is possible to do other stuff pre-build and post build. See http://msdn.microsoft.com/en-us/library/ke5z92ks.aspx