py2exe VS Inno Setup

Sounds like you are on Windows. I think something like https://py2exe.org/ will be what you are after. I'm on Mac / Linux systems only, so I can't really provide info on how to use it, but I know there are some good tutorials out there. Source: over 1 year ago

I’ve had to do this before and it some what sucks but if you do have a look at Inno Setup. Source: 5 months ago

Use Inno Setup. It's comparably sized, VSCode uses it and GOG.com uses customized builds of it (it's open-source but written in Delphi), and it has a much more declarative (though still extensible) approach that does do stuff like uninstall tracking by default. Source: 12 months ago

We eventually settled on a combination of InnoSetup with InnoSetuo Dependency Installer and NetSparkle which offered a much cleaner experience and use of AzureAD Authentication for Azure Storage Blobs (for updates) as well as InTune Deployments with proper version detection. Source: about 1 year ago

You don't typically make these things yourself from scratch, you use a tool that does it for you. E.g. InnoSetup: https://jrsoftware.org/isinfo.php. Source: about 1 year ago

The two most popular such installers are Inno Setup and NSIS. Inno is much easier to use (and will handle most tasks automatically), while NSIS creates somewhat smaller installers (but requires you to basically micromanage everything). Source: about 1 year ago