Upload code to arduino with .exe file, run file

Question is 'why'?

Do you want the user of an Arduino to be able to load your program into an arduino? As PaulS said, if you switch verbose output on you will find a line with avrdude (maybe a few). avrdude is the programmer (the exe that your loking for).

You can use a normal terminal program (e.g. minicom under Linux or realterm or putty under windows) to allow the user to enter a phone number or text. Your arduino program obviously needs to support it.