In our tutorial Distributing Desktop Apps we discussed a method that allowed you to repackage your desktop game export into a single executable file, without requiring an installer. This tutorial explains how to use the tool Enigma Virtual Box to do this.
To get started, you will need to install the packaging tool from Enigma. You will also need the zip archive that Construct gives you when exporting for desktop. Place it somewhere easy to find and unzip it.
Run the Enigma tool, and it will open a little dialog. Click "Browse" next to the "Enter Input File Name" box at the top, navigate to your unpacked archive and select the main executable file (normally named something like "MyAwesomeGame.exe"). After this, you should also edit the output location to somewhere convenient, such as a new empty folder.
Next, we need to add the rest of the files that your game needs. To do this click the "Add" button at the bottom left and choose "add folder recursive". You will get shown a file picker. Navigate to where your unpacked archive is and select the folder above your main executable, normally called "win64" or similar in a Construct 3 export.
When asked about where the folder should go choose "%DEFAULT FOLDER%" and continue. (This should be the default option.)
Adding all the files will have included the main executable into the additional files section, but we don't need it to include it a second time. Find it in the file tree and remove it.
If you want you can enable file compression in the "Files options" button on the right-hand side. This will decrease the size of your game but may increase the amount of time it takes to start.
Finally, select the "Process" button on the bottom right. This will start the process to make your repacked executable. This may take a while.
You should end up with a single .EXE file that you can double click to run!