You can create an assembly at runtime in the following 
way...

The following example creates an assebly, class within it 
and also defines the main method.

You can use dynamic invocation methods to execute the 
assembly.

Make use of System.Reflection and System.Reflection.Emit 
namespaces. Hope you find this useful.

public static void Main()
        {
            // 1.
            // Create a new dynamic assembly 
            AssemblyName assemblyName = new AssemblyName
("DynamicHelloWorld");
            AssemblyBuilder dynamicAssembly = 
AppDomain.CurrentDomain.DefineDynamicAssembly(
                                              assemblyName,
                                              
AssemblyBuilderAccess.RunAndSave);
            
            // 2.
            // Create a module inside the assembly 
            ModuleBuilder dynamicModule = 
dynamicAssembly.DefineDynamicModule(
                                          
assemblyName.Name, 
                                          "DynamicHelloWorld
.exe");
            
            //3. 
            // Create a type inside the module 
            TypeBuilder programType = 
dynamicModule.DefineType(
                                      "DynamicHelloWorld.Pro
gram",
                                      TypeAttributes.Class 
| TypeAttributes.Public);
            
            // 4. 
            // Add a method 
            MethodBuilder main = programType.DefineMethod(
                                "Main",
                                MethodAttributes.Public | 
MethodAttributes.Static,
                                null,
                                null);
            
            // 5. 
            // Add the IL for the method. The IL is 
equivalent to  
            // Console.WriteLine("Hello, world!"); 
            Type console = typeof(Console);
            MethodInfo writeLine = console.GetMethod(
                                   "WriteLine",
                                   new Type[] { typeof
(string) });
            
            ILGenerator il = main.GetILGenerator();
            il.Emit(OpCodes.Ldstr, "Hello, world!");
            il.Emit(OpCodes.Call, writeLine);
            
            // 6. 
            // Set the return value to 0 
            //il.Emit(OpCodes.Ldc_I4_0);
            //il.Emit(OpCodes.Ret);
            
            // 7.
            // Now we're done, materialize the type 
            programType.CreateType();
            
            // 8.
            // Set the program's entry point to the Main 
method 
            dynamicAssembly.SetEntryPoint(main, 
PEFileKinds.ConsoleApplication);
            
            // 9.
            // Save the assembly 
            dynamicAssembly.Save("DynamicHelloWorld.exe");

            Console.Write("Dynamic Assembly Emitted...");
}