.exe disappeared after go elsewhere

Since you're using overridedirect(True) to remove the window manager decorations, as I said in a comment, you will need to provide some means of doing some or all of them yourself if you still want their functionality. You have done that for closing and moving the window, but you need to do more to make it appear on the Windows taskbar.

This can be accomplished by creating a invisible root window that doesn't need to have overridedirect(True) applied to it, and then create a separate Toplevel window for your application (and apply overridedirect to it).

The code changes to do all that appears at the very beginning. However you'll also need to make a few other minor changes to the Theme class' __init__() method to get everything working properly under this new scheme (starting where the #creation menu comment is). There's also a couple changes at the very end.

Below is your code with all these changes needed. Note I did not turn it into an .exe, so your mileage may vary.

# -*- coding: Latin-1 -*-
import os
import math
import tkinter as tk
from tkinter import *
from tkinter import font


# Create an invisible root window.
root = tk.Tk()
root.attributes("-alpha", 0.0)

# Create a Toplevel for the application.
win = tk.Toplevel(root)
win.overrideredirect(True)
win.geometry('+400+100')

# Make root forward taskbar minimize and restore events to Toplevel instance.
root.bind("<Unmap>", lambda _: win.withdraw())
root.bind("<Map>", lambda _: win.deiconify())


font1 = font.Font(family = 'Helvetica', size = 15)
font3 = font.Font(family = 'Helvetica', size = 8, weight = 'bold')
font2 = font.Font(family = 'Helvetica', size = 20, weight = 'bold')

def aaa(colora, colorb, colorc, colord, colore, colorf):
    Dark = Theme('#18181F','#0C0C0F',"#505063",'#D1DDFF','#D12319',"#D1665F")
    Ecrire('',Light)

def aaaa(colora, colorb, colorc, colord, colore, colorf):
    Light = Theme('#F1EDF5','#D1D2E8',"#EDD5EB",'#323133','#6F2EB0',"#C47ED6")
    Ecrire('',Dark)

def strl(list):

        list ="".join(list)
        return list

pixel = tk.PhotoImage(width=1, height=1)

a =95
b =95

theme = 0
t = 0

ecrit = []
nombre_de_multdiv = 0
nombre_de_sous_add = 0

def Del(self):
    global ecrit
    del ecrit[-1]
    affichage = strl(ecrit)
    self.label1['text'] = affichage
    self.label1.place(anchor = 'e', x = 450, y = 75)

def Del_all(self):
    global ecrit
    del ecrit[:]
    affichage = strl(ecrit)
    self.label1['text'] = affichage
    self.label1.place(anchor = 'e', x = 450, y = 75)

def Ecrire(symbole,self):

    ecrit.append(symbole)
    affichage = strl(ecrit)
    self.label1['text'] = affichage
    self.label1.place(anchor = 'e', x = 450, y = 75)


def Ecrire_Resulat(valeur,self):
    valeur = strl(valeur)
    self.label1['text'] = valeur

def Calcul(self):
    global nombre_de_multdiv
    global nombre_de_sous_add

    for i in range(len(ecrit)):
        if ecrit[i]  == '/' or ecrit[i] == '*':
            nombre_de_multdiv +=1
    for i in range(len(ecrit)):
        if ecrit[i]  == '+' or ecrit[i] == '-':
            nombre_de_sous_add +=1

    for i in range(nombre_de_multdiv):
        for i in range(len(ecrit)):
            if ecrit[i] == '*' or ecrit[i] == '/':
                numero = i
                nb = i
                nbb = i

                for i in range(len(ecrit)-numero-1):
                    if ecrit[i+1 + numero] != '/' and ecrit[i+1 + numero] != '*' and ecrit[i+1 + numero] != '+' and ecrit[i+1 + numero] != '-':
                        nb +=1
                    elif ecrit[i+1+numero] == '/' or ecrit[i+1+numero] == '*' or ecrit[i+1+numero] == '+' or ecrit[i+1+numero] == '-':
                        break

                for i in range(numero):
                    i = -i
                    if ecrit[i-1+numero] != '/' and ecrit[i-1+numero] != '*' and ecrit[i-1+numero] != '+' and ecrit[i-1+numero] != '-':
                        nbb -=1
                    elif ecrit[i-1+numero] == '/' or ecrit[i-1+numero] == '*' or ecrit[i-1+numero] == '+' or ecrit[i-1+numero] == '-':
                        break

                nombre1 = "".join(ecrit[numero+1:nb+1])
                nombre1 = float(nombre1)
                nombre2 = "".join(ecrit[nbb:numero])
                nombre2 = float(nombre2)

                if ecrit[numero] =='*':
                    resultat = nombre1 * nombre2
                    if resultat == int(resultat):
                        resultat = int(resultat)
                    resultat = list(str(round(resultat,5)))
                else:
                    resultat = nombre2 / nombre1
                    if resultat == int(resultat):
                        resultat = int(resultat)
                    resultat = list(str(round(resultat,5)))

                del ecrit[nbb:nb+1]
                for i in range(len(resultat)):
                    ecrit.insert(nbb+i,resultat[i])
                break

    for i in range(nombre_de_sous_add):
        for i in range(len(ecrit)):
            if ecrit[i] == '+' or ecrit[i] == '-':
                numero = i
                nb = i
                nbb = i

                for i in range(len(ecrit)-numero-1):
                    if ecrit[i+1 + numero] != '/' and ecrit[i+1 + numero] != '*' and ecrit[i+1 + numero] != '+' and ecrit[i+1 + numero] != '-':
                        nb +=1
                    elif ecrit[i+1+numero] == '/' or ecrit[i+1+numero] == '*' or ecrit[i+1+numero] == '+' or ecrit[i+1+numero] == '-':
                        break

                for i in range(numero):
                    i = -i
                    if ecrit[i-1+numero] != '/' and ecrit[i-1+numero] != '*' and ecrit[i-1+numero] != '+' and ecrit[i-1+numero] != '-':
                        nbb -=1
                    elif ecrit[i-1+numero] == '/' or ecrit[i-1+numero] == '*' or ecrit[i-1+numero] == '+' or ecrit[i-1+numero] == '-':
                        break

                nombre1 = "".join(ecrit[numero+1:nb+1])
                nombre1 = float(nombre1)
                nombre2 = "".join(ecrit[nbb:numero])
                nombre2 = float(nombre2)

                if ecrit[numero] =='+':
                    resultat = nombre1 + nombre2
                    if resultat == int(resultat):
                        resultat = int(resultat)
                    resultat = list(str(round(resultat,5)))
                else:
                    resultat = nombre2 - nombre1
                    if resultat == int(resultat):
                        resultat = int(resultat)
                    resultat = list(str(round(resultat,5)))

                del ecrit[nbb:nb+1]
                for i in range(len(resultat)):
                    ecrit.insert(nbb+i,resultat[i])
                break

    Ecrire_Resulat(ecrit,self)


class Theme:
    def move_window(self,event):
        win.geometry('+{0}+{1}'.format(event.x_root - self.x, event.y_root - self.y))

    def set_xy(self,event):
        self.x=event.x_root - win.winfo_x()
        self.y=event.y_root - win.winfo_y()
        return self.x,self.y;

    def boutontheme(self,colora, colorb, colorc, colord, colore, colorf):
        self.openmenu(colora, colorb, colorc, colord, colore, colorf)
        if self.t == 0:
            Light = Theme('#F1EDF5','#D1D2E8',"#EDD5EB",'#323133','#6F2EB0',"#915ec4")
            self.t = 1
            Ecrire('',Light)
        else:
            Dark = Theme('#18181F','#0C0C0F',"#505063",'#D1DDFF','#D12319',"#D1665F")
            self.t = 0
            Ecrire('',Dark)

    def openmenu(self,colora, colorb, colorc, colord, colore, colorf):
        if self.ouvert == False:
            self.b_theme.config(bg = colore)
            if self.t == 0:
                self.b_theme_dark = tk.Button(win,state=DISABLED, text = 'Dark theme',font = font3,borderwidth=0, highlightthickness=0,compound="c",image = pixel,height = 20,width = 70,activebackground =colore,bg =colora,fg = colord,command = lambda: self.boutontheme(colora, colorb, colorc, colord, colore, colorf))
                self.b_theme_light = tk.Button(win,state=NORMAL, text = 'Light theme',font = font3,borderwidth=0, highlightthickness=0,compound="c",image = pixel,height = 20,width = 70,activebackground =colore,bg =colora,fg = colord,command = lambda: self.boutontheme(colora, colorb, colorc, colord, colore, colorf))
            else:
                self.b_theme_dark = tk.Button(win,state=NORMAL, text = 'Dark theme',font = font3,borderwidth=0, highlightthickness=0,compound="c",image = pixel,height = 20,width = 70,activebackground =colore,bg =colora,fg = colord,command = lambda: self.boutontheme(colora, colorb, colorc, colord, colore, colorf))
                self.b_theme_light = tk.Button(win,state=DISABLED, text = 'Light theme',font = font3,borderwidth=0, highlightthickness=0,compound="c",image = pixel,height = 20,width = 70,activebackground =colore,bg =colora,fg = colord,command = lambda: self.boutontheme(colora, colorb, colorc, colord, colore, colorf))

            self.b_theme_dark.place(anchor = 'nw', x = 5, y = 25)
            self.b_theme_light.place(anchor = 'nw', x = 5, y = 45)
            self.ouvert = True
            return;

        if self.ouvert == True:
            self.b_theme.config(bg = colorb)
            self.b_theme_dark.destroy()
            self.b_theme_light.destroy()
            self.ouvert = False
            return;

    def __init__(self,colora, colorb, colorc, colord, colore, colorf):
        if colora == '#18181F':
            self.t = 0
        else:
            self.t = 1

        self.ouvert = False
        self.x = 0
        self.y=0

        #creation menu

        self.canvas_menu = Canvas(win, width =500, height =25, bg = colora, borderwidth=0, highlightthickness=0)
#        self.exit = Canvas(bg = colora,borderwidth=0, highlightthickness=0)
        self.exit = Canvas(win, bg = colora,borderwidth=0, highlightthickness=0)
        self.exit.create_oval(0,0,20,20, fill= colore,width = 0)
        self.exit.create_text(10, 10, text="x", fill = colord, font= font3)
#        self.exit.bind("<Button-1>", lambda e: win.destroy())
        self.exit.bind("<Button-1>", lambda e: root.destroy())

        #affichage menu

        self.exit.place(anchor = 'nw', x = 475, y = 2)
        self.canvas_menu.grid(row = 0,column = 0, columnspan = 5)

        #creation des canvas

        self.canvas_screen = Canvas(win, width =500, height =100, bg =colorb,borderwidth=0, highlightthickness=0)
        self.canvas_keyb_num = Canvas(win, width =300, height =400, bg =colorb,borderwidth=0, highlightthickness=0)
        self.canvas_keyb_op = Canvas(win, width =200, height =400, bg =colorb,borderwidth=0, highlightthickness=0)

        #affchage des canvas

        self.canvas_screen.grid(row = 1,column = 0, columnspan = 5)
        self.canvas_keyb_num.grid(row = 2,column = 0, columnspan = 3, rowspan = 4)
        self.canvas_keyb_op.grid(row = 2,column = 3, columnspan = 2, rowspan = 4)

        # creation des boutons

        self.b1 = Button(win, text ='1',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('1',self))
        self.b2 = Button(win, text ='2',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('2',self))
        self.b3 = Button(win, text ='3',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('3',self))
        self.b4 = Button(win, text ='4',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('4',self))
        self.b5 = Button(win, text ='5',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('5',self))
        self.b6 = Button(win, text ='6',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('6',self))
        self.b7 = Button(win, text ='7',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('7',self))
        self.b8 = Button(win, text ='8',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('8',self))
        self.b9 = Button(win, text ='9',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('9',self))
        self.b_point = Button(win, text ='.',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('.',self))
        self.b0 = Button(win, text ='0',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('0',self))

        self.b_plus = Button(win, text ='+',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('+',self))
        self.b_moins = Button(win, text ='-',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('-',self))
        self.b_fois = Button(win, text ='*',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('*',self))
        self.b_diviser = Button(win, text ='/',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Ecrire('/',self))
        self.b_del = Button(win, text ='DEL',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Del(self))
        self.b_del_all = Button(win, text ='CE',borderwidth=0, highlightthickness=0, bg = colora,activebackground =colorc,foreground=colord,compound="c",image = pixel,height = a,width = b ,font = font1,command=lambda: Del_all(self))
        self.b_egale = Button(win, text ='=',borderwidth=0, highlightthickness=0, bg = colore,activebackground =colorf,foreground=colord,compound="c",image = pixel,height = a,width = 295 ,font = font1,command= lambda: Calcul(self))

        #affichage des nombres

        #colone 1

        self.b7.grid(column = 0, row = 2)
        self.b4.grid(column = 0, row = 3)
        self.b1.grid(column = 0, row = 4)
        self.b_point.grid(column = 0, row = 5)

        #colone 2

        self.b8.grid(column = 1, row = 2)
        self.b5.grid(column = 1, row = 3)
        self.b2.grid(column = 1, row = 4)
        self.b0.grid(column = 1, row = 5)

        #colone 3

        self.b9.grid(column = 2, row = 2)
        self.b6.grid(column = 2, row = 3)
        self.b3.grid(column = 2, row = 4)

        #operateurs

        self.b_plus.grid(column = 3, row = 2)
        self.b_moins.grid(column = 4, row = 2)
        self.b_fois.grid(column = 3, row = 3)
        self.b_diviser.grid(column = 4, row = 3)
        self.b_del.grid(column = 3, row = 4)
        self.b_del_all.grid(column = 4, row = 4)
        self.b_egale.grid(column = 2, row = 5,columnspan = 3)

        #ecriture

        self.label1 = tk.Label(win, text = '', justify = tk.RIGHT,font = font2,bg =colorb,fg = colord)
        self.label1.place(anchor = 'e', x = 450, y = 75)
        self.b_theme = tk.Button(win, text = 'Themes',font = font3,bg =colorb,fg = colord,borderwidth=0, highlightthickness=0,compound="c",image = pixel,height = 20,width = 50,activebackground =colore,command= lambda: self.openmenu(colora, colorb, colorc, colord, colore, colorf))
        self.b_theme.place(anchor = 'nw', x = 5, y = 2)

        self.canvas_menu.bind('<1>', self.set_xy)
        self.canvas_menu.bind('<B1-Motion>', self.move_window)

if theme == 0:
    Dark = Theme('#18181F','#0C0C0F',"#505063",'#D1DDFF','#D12319',"#D1665F")
else:
    Light = Theme('#F1EDF5','#D1D2E8',"#EDD5EB",'#323133','#6F2EB0',"#915ec4")

#win.title('calculator')
win.master.title('Calculator')
#win.resizable(height=False,width=False)  # Not needed with overrideredirect.
win.mainloop()