Normally you need to have a DoPatch program to apply patch files. But by building executable patch files, you select a platform on which the patch file can be applied by just executing it as a program. Internally BinPatch handles this by prepending a DoPatch stub that just capable of performing the patch file is used. See Dynamic Feature Binding for more details on this matter.
Such executable patch files are normal programs that can be run under the OS that you specified on patch creation. Executable patch files apply themselves upon execution.
Naturally, the inclusion of the stub into your patch files makes it larger. Stub sizes depend on the amount of features that your patch files requires. But on Win32 e.g. a executable patch file will be 30k larger than a plain patch file only. Comparing this to the often multimegabyte savings, might be neglectable though. We find it's a good idea to always create executable patch files for your updates and not confront your users with DoPatch usage at all. You will avoid many problems for your customers this way.
To actually create executable patch files use the command line option "-s" of GenPatch creating a executable patch file. You may choose a windows interface for your patch file instead of the command line interface. Using the windows interface will result into 34k more compressed file size added to your patch file. This is a downside, but since most users are not familiar with the command line, we recommend that you create patches with the windows interface when you update windows software.