How can I obtain the .hex of a file
As noted in comments, enable verbose compilation and look at the output to find the temporary-directory location. (Click File, Preferences, verbose compilation.)

Note, after you click File, Preferences and the preferences window appears with its half-dozen items, you should also see a note about directly editing preferences in the preferences.txt file.  Edit that file (using a plain-text editor, not a word processor) when the arduino IDE is not running.  Change the line 

preproc.save_build_files=false


to 

preproc.save_build_files=true


so the .hex files in the temporary directory have a better chance of sticking around.  

(I'm not able to test this suggestion on an MS-Windows system.  On my Linux system most build files stick around anyway in /tmp/)