As you are building a new altcoin based on litecoin, your topic belongs to Altcoin Discussion. The OP itself is pretty much confusing
You seem to be building the wallet in ubuntu and expecting a .exe file? .exe file is a windows extension and they cannot be used in Linux subsystem. Are you compiling and building the wallet in Linux or doing a Windows cross-compiling using a WSL to run Ubuntu on Windows? There are 2 possibilities to proceed with :
If you are building the wallet in Linux OS :The executable will be present in
/usr/local/bin and you need to type
sudo make install in the terminal to install the wallet. Further, when you type
litecoin-qt the wallet will run.
If you are building the wallet in WSL Ubuntu :The same process continues and you can run the wallet using the above query in terminal. But if you need a .exe file, type
./configure --prefix='pwd'/depends/x86_64-w64-mingw32 This command will provide .exe file which will be present in litecoin/src/qt.