How do i make final game smaller ?

So i finished the game and i want to save it in exe file, but size is too large, capx file in only 1,15 MB but Folder Win 32 is 55 MB, Why ?

Because it adds additional files that are required for the .exe. Look in the folder. Also, you can get rid of the Linux, etc... folders if you don't want those versions.

Essentially, the exe building system adds the entire Web browser to the package.