There is no publishing then. You build the project and that's it. You can just copy the EXE from the output folder, along with any other dependencies (config file, DLLs, data files), to the target system and run it. You will, of course, require the .NET Framework to be installed, along with any other required components, e.g. SQL Server Express.
If I choose the option, to download the packages from the same location as my application, under Prerequisites
will VS include these packages when I publish my application?