C# is compiled to MSIL code.
When you click on the .exe, it gets compiled by a JIT compiler into machine code of the current machine and is run.
To do this, you need the .NET Framework on every machine that needs to run the .exe file.

C# is a lot like Java in the same way that an apple is a lot like a basketball. Both are objects in our world and thats about it. They look similar. C# is a lot like C++, C# is a lot like VB, C# is a lot like Java. Test it if you want to know if it fits your style of programming.