You commonly develop your program by using debug builds. By the time you are ready to create a release build:
With those things accomplished, you are ready to make your release build. See Select Release Build.
By default, a release build uses optimizations. When you use optimizations to create a release build, the compiler will not produce symbolic debugging information. The absence of symbolic debugging information, along with the fact that code is not generated for TRACE and ASSERT calls, means that the size of your executable file is reduced and will therefore be faster.