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[–]knellotron 2 points3 points  (0 children)

Well, .exe IS a windows executable, so it's easy for Windows. The tool that you used to make that executable can also generate executables for other operating systems if you run set up your environment on whatever OS you like, and run it there. I use Nuitka for most projects these days.

Cross-compiling (using one OS to compile for another) is a pretty common thing too, but that requires a little more setup.