Creating an executable is discussed in the reference manual (see the predicate qsave_program/2) and the -c commandline option. For local usage, there is often no reason to make a real executable.

Unix

SWI-Prolog supports PrologScript, which allows you to create an executable program very easily on Unix systems:

#!/usr/bin/pl -q -g main -s

main :-
        current_prolog_flag(argv, Argv),
        append(_, [--|Av], Argv), !,
        main(Argv).

main(Argv) :-
        ...

More information on using PrologScript as well as more compilation issues can be found in the Reference Manual.

Windows

If you are using Windows, you can write a .bat file or you can create a shortcut to the .pl file to load. For example:

/* File: run.pl Purpose: Load and run my program */

:- [load].
:- go.