But I dislike it that when I just compile the bmx samples a subfolder and exe is created by "default".
The BlitzMAX build system is completely different from Blitz3D and BlitzPlus, where the code could be generated and then somehow executed from inside the compiler process so that no standalone executable was created.
In BlitzMAX each source file is compiled into an object file, and then the GNU ld tool is invoked to link these objects together to produce an executable. Thus the compiler *has* to generate these objects and a standalone exe.