File > Export Project
Scroll to the bottom and you will find "Node-Webkit"
Choose a folder somewhere to save it to, when its finished exporting you will find the following folders
Linux32
Linux64
osx
win32
choose the operating system of your choice, or just burn all to the disc.
Exporting to node-webkit creates an executable for your game that is stand alone so it does not require a browser or such to be installed