Welcome to the Forums. After you build your game, burn all file "as is" to your CD, or DVD. You should now be able to play it straight from the disk. as long as you have a fairly good CD,DVD drive in your machine.
If you want an istaller, Go grab Install Creator from Clickteam, build the installer package, then burn it to your disk.
Be warned, Total game sizes can be huge. Using the Install creator will compress your game files considerably, making it 50 to 80% smaller in size on your disk.
You can use any decent burning software, NERO,Freeburn,etc. to burn your disk.
Hope this helps.
In the Universe, nothing ever stays the same.