SdlBasic has fully loaded IDE with Help that has keywords Index as well as Help Categories where the keyword you are looking for may appear. This is especially pleasant to have for me because SdlBasic is not my primary BASIC but a very close kin to SmallBASIC or modern and updated version of Quick Basic series as opposed to say Object Oriented or VB style languages. I find graphics to run smoother and maybe slightly faster than SmallBASIC and there is additional support for gamer developers with screen, image and sound resources. (I have very limited experience in this department so I have no idea how it compares to other dialects in this forum.)
You can make an "exe" but they aren't what I would call a real exe as the source file is just copied onto the sdlbrt.exe and renamed to source (if you can get the bind.sdlbas file to work from within the editor). The folder with exe is not significantly smaller than a folder with sdlbrt.exe and source file, which is the other way to make an "exe": put a copy of sdlbrt.exe with source file in folder and rename the sdlbrt with source name. Still, if you want to send something to a friend who doesn't have SdlBasic, it is better than a script and instructions for downloading the app.
The thing to remember using the editor is to always save your files with an .sdlbas extension (the editor does not do this automatically) if you want to retrieve those files again from the editor or run those files in Windows with one click on the file. (Which to me is just like having an exe, unless the 'true' exe significantly speeds the execution of the program. It is like having and exe without all the extra room an an exe. Imagine disk space of 100 scripts converted to exe versus 100 scripts run with a click when the file extension is registered in Windows.)