First off, I would not suggest using the debug executable for running the game. Rather compile the file in release mode (also check your compiler's release mode preferences).
It's kind of hard to say why nothing shows up without seeing any of your code or image of the game's window; but it sounds like the executable can't find the correct image and sound files. Were these hard coded in the code?
For which operating system is your game designed for? If you are using Windows, try something like WiX Toolset to create an installer.