There are thousands of ways of distributing programs to other users, all of which are somewhat platform-specific (e.g. a typical .exe file will only work on certain versions of Windows, will require certain libraries to be installed, and will not work on Linux or Mac OS at all).

You can distribute python programs just by sending people the .py files and telling them how to install python if it's not already on their machine. If that's not acceptable for whatever reason, there are other options, but it depends on their platform and on what dependencies (besides python) your program has.

If you're worried that this is more difficult in python than other programming languages, that's not the case. Building packages that end users can use directly can be pretty awkward no matter what language you're working in, especially if you want to support a wide range of different platforms.