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  • If it’s a Windows game, you could use something like Inno Setup. Most of what you’d need is possible to do via easy to use GUI dialogs, and it has a scripting language to do more complex things if the need arises.

    For Linux games you’ll probably use a Flatpak, or a package for your distro (e.g. .deb packages or such). You can look for a guide somewhere.

    Games usually come already in installers if needed by the game. You can get away with just zipping up the directory if it doesn’t need things like e.g. Windows registry entries or additional supporting software like runtime libraries.