The B4J folder ..\Objects\temp\build in the project folder contains all the files needed to run the exe file.
If you copy only the exe file to a different location on your drive and try to execute that exe file then the application will not start when you double click on it.
You can move the entire build folder to another location and then double click on that exe file. That will work.
Or you can make a Windows link (snelkoppeling) that refers to the exe file in it's original location. You can then move the link to another location.