How can I combine my Python knowledge with html, css, php etc?
Use a web framework that supports Python, such as Django.
Python may also be used to create desktop apps, what then? Can I export .exe file with Python code or what?
Python is typically executed by an interpreter, so it's easy to use interactively and you can see results of your changes almost immediately. A Python program can also be packaged up into a stand-alone executable; more on how to do that here.
How can I combine my Python knowledge with html, css, php etc?
Use a web framework that supports Python, such as Django.