One of the main parts of making a game of any form is exporting or compiling the final program into something usable by an audience. In GameMaker, we have multiple options for this, some more complicated than others. Some exports require external programs and software development kits to work (the Windows platform, however, is extremely simple).
The first step of exporting a game is, of course, making a game to export. This may be a prototype, an incomplete demo, or a full feature game ready for release. The only thing necessary to actually export to the Windows platform is at least one room.
Set this to Windows if it's not already done.
Or, we can also use the export application...