I am assuming you are using py2exe for generating exe. You will need to specify the location of selenium webdriver in the setup.py file.
Following code should help:
from distutils.core import setup
import py2exe
# Change the path in the following line for webdriver.xpi
data_files = [('selenium/webdriver/firefox', ['D:/Python27/Lib/site-packages/selenium/webdriver/firefox/webdriver.xpi'])]
setup(
name='General name of app',
version='1.0',
description='General description of app',
author='author name',
author_email='author email',
url='',
windows=[{'script': 'abc.py'}], # the main py file
data_files=data_files,
options={
'py2exe':
{
'skip_archive': True,
'optimize': 2,
}
}
)