Any way to convert class library function into exe?

You can change the output type of your project in it's settings, then add a main entrypoint, as others have mentioned (Note, you want "Windows application", not "Console Application" here):

If you can't change the source for some reason, you can create a new very simple application (an .exe), and call public methods in your .dll from it:

namespace YourNamespace
{
    internal class YourApp
    {
        private static void Main(string[] args)
        {
            // Call your function here. 
        }
    }
}

To do this, you just need to include a reference to the existing .dll into this new application.

In the properties of the project -> application tag, change the Output type to console Application. Anyway, you need to create a static Main() method as a starting point.

    static void Main(string[] args)
    {
    }