How do I *actually* make my .exe file distributable?

1

itch.io

I don't know why so many people are recommending niche venues. I would recommend, especially for your first game, to just create an itch.io profile and make it available for download there. A lot of the time your OS will still "flag" it, but if the user knows it's a game they can simply click "Run Anyways" in most cases. Otherwise, yes Steam is an option but it's not as simple to publish there and for your first experience I would avoid that.

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2

Inno Setup

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3

itch

Itch.io does have an official launcher: https://itch.io/app.

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4

Chocolatey

Consider package distribution system, like https://chocolatey.org/ (I presume primary target is windows).

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