Can I used a compiled script with Autologon?

AutoLogon requires a Windows Credential Provider, a system service and various other components which are all part of Macro Scheduler. They cannot be a part of a compiled .exe which is completely dumb until you actually run it. 

An exe file is just compiled script code. It won't do anything until you run it. It cannot perform AutoLogon. Macro Scheduler itself is required to cause an AutoLogon.