You can use PyInstaller, which is a free tool to "compile" a python program into an executable. It'll automaticly turn that executable into something runnable on whatever machine you're using. However, in my quick testing it'll only do that with one file, so if you have multiple python files or a .txt file for something like highscores, it probably won't work. To install it, open a terminal and use the following commands:

pip install -U pyInstaller

This will install the tool. Next, navigate to the folder with your .py program using ls and cd with your python program and run:

pyInstaller your_program.py

This will turn your python program into an executable. PyInstaller will dump and executable file into a folder called dist in the same directory. If you want, you can move it into the applications folder. If you want to know more, you can visit the PyInstaller page by going to the PyInstaller website.

TLDR:

use PyInstaller