Py2exe is a freeware utility which will build an .exe from .py file(s)
To build an .exe under windows create a file for example setup.py which includes some py2exe attributes. The following example creates a HelloWorld.exe which prints the 'Hello World' greeting 25 times.
for i in range(25): print "Hello World " + str(i+1)
For this example I use setup.py which is as follows:
from distutils.core import setup import py2exe setup(console=['hello.py'])
To build the exe run the setup with the option py2exe.
setup.py py2exe
This will create a folder called dist (default), where you will find all files releated to executing hello.exe including any necessary DLL files. At this point you may using a Win installer like NullSoft installer NSIS to build an installer for the hello.exe.
Py2exe supports most modules, please refer to their home page for more options and examples.