The Twine GUI itself does not support this feature.
As explained in this post, you would need to use third-party software to compile your HTML file into an Windows Executable (EXE) file, one example of this type of software is listed in the post.
The rest of that topic talks about other ways to package a generated HTML file as something a end-user can run without using their own browser.
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As explained in this post, you would need to use third-party software to compile your HTML file into an Windows Executable (EXE) file, one example of this type of software is listed in the post.
The rest of that topic talks about other ways to package a generated HTML file as something a end-user can run without using their own browser.