Depends if you packed into the blend or got a folder structure.
- in user preferences activate “save as game engine runtime” addon.
- now you can file->export-> save as runtime
- while doing that select the option to copy python/dlls.
- now put you folder structure at the same location as the .exe you axported.
now it should run.
you can also look at my: Game settings / launcher
To get an idea, or use the launcher itself, all up to you, if you use my launcher you don’t have to make an .exe unlless you change the launcher.