Naji, theoretically, you could make an executable that just says "Open <link> in default browser". This method would require that you have already uploaded your game online and that the user has a browser and Internet connection.
Unfortunately, I don't have any more information on how to get started with this method.
UPDATE: Actually, you can look up the program AutoHotkey. It's a high-level scripting language that runs on my computer everyday. It is easily capable of doing the idea I described.