Is it possible to export games?

i made a simple game with blender, and i want to share it with my friends.
but i don’t want to tell them to download the blender, install it… it just takes too much time
so is there any way to export the game into an easier format that any windows can open instantly? like the .exe file?

File / User Preferences / Addons / Game Engine, enable the ‘Save as Game Engine Runtime’. You can then save your game from the File / Export menu

Make sure to pack external data into your blend file. (unless you are library linking).