Deploying a game in Unity is quite straightforward; if you have already set the build settings and built the game before, just go to File | Build & Run to straightaway build it again without changing the settings. If you have not built the game before and have clicked on Build & Run, Unity will automatically open up the Build Settings window for you, which you can also access by going to File | Build Settings.
The Build Settings window looks like so:
As you can see from the window, the settings are minimal and could be different depending on which target platform you're selecting. You can try to choose a different platform, then click on the Switch Platform button to make the switch. It may take some time for Unity to automatically convert all the game assets into formats that are compatible with the selected platform, and no action is required on your side. However, some target platforms are not available in the free version of Unity; check out Unity's official website...