"First I was thinking to develop a web application but now my supervisor asked me to make its single exe file."

You can use pp to create a single executable containing your scripts, required modules, data etc. The documentation is good (note the -x option), also related: PAR::Tutorial & par.perl.org. This question is asked reasonably frequently here, a Super Search will find many previous discussions on this topic. Understand that this will not hide your source code from anyone.