I want to make an installation file for my python source code"
You have to use NSIS, InnoSetup, BitRock Installer, IzPack or equivalent to produce a platform installer. So you have to take the binary result produced on the first part and package it for os distribution. Almost all the installer systems are thinked for Windows systems. Cross platform : Zero Install, IzPack ... If you use IzPack you can have a cross platform installer paying the price of including a jvm.
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