You write the source files (anything but a trivial program should split code into multiple files to speed up compilation times and to help organize functionality), come up with some sort of build script depending on what operating system they're using (CMake, premake, make, vsproject, etc.), send them the build script and the source files, and have them run the build script. They would only need to recompile a file when the file changes, and your build script should take care of everything for them if they rerun it.

You store data in files that you can read from later, just like a save file in a video game. In your case, you would make a file with all the data organized in some way that makes it quick for you to access the data and provide a way for a user to access tbe data they need to access, but people have already taken care of it with stuff like SQL.