In the File menu you select the item Create Executable. You will be asked for the name of the executable that should contain the game. Indicate a name, press OK and you have your stand-alone game that you can give to anyone you like. You can change the icon for the stand-alone game in the Global Game Settings.
For your delectation, here is a definition. Delectation is a formal word to describe a sense of enjoyment. It makes everything sound fancy. You experience delectation when you feel a sense of delight or joy. You'll almost always find the noun delectation in the phrase for your delectation, usually when something is being presented or announced. For example, you might cook a fancy dinner for your parents and before serving the first course, declare: And now, for your delectation, a loaf of homemade bread!.
Delineation is the act of representing something or describing it. The portrait you paint of your best friend is a delineation of that person. A delineation can refer to any kind of pictorial representation of something else, like a geometric sketch or a map of a city. A delineation more generally means any kind of accurate or vivid portrayal of something else. So, a lively summary of a book that makes the listener feel she read it herself can be a delineation. Telling someone else what you dreamed about last night is a delineation of that dream.