Work in team on 1 proyect

hi guys
im new on Blender and i would like to know how can i work with my team in one proyect a the same time, so one of us can do lighting another, modeling buildings, and other characters in a same proyect or file.
Also i would like to know how to create a .EXE file to export the game.

I suggest following:

A) Look for a version control system like subversion or git (even dropbox might work).
B) Establish a folder structure to place all your resources in
C) create small blends that contain just a bit of the game (e.g. mesh, logic, actions, …) and other resource files (.jpg, .png, .ogg, .py)
D) create small blends that link the resources from the other files together.
E) Establish a team communication. Everybody should know what he is allowed to change at the moment. Avoid that two members change the same file at the same time.
F) Changes should be submitted as fast as possible.

Please have a look at WALL-E (you find it in my signature) as example for a game structure.

+1 for all the stuff Monster said.
I created a basic game outline that provides ideas for managing a small game project in terms of filing structure. You can download it in the thread ‘Generic Game Template’ in the resources forum. Even if you don’t use it, it may give you some ideas for managing a project.