Below are notes for creating a Windows executable.
An executable can only be made on a Windows host because the PyInstaller tool (https://www.pyinstaller.org/) does not support cross-compilation.
On a Windows machine, do the following:
1.) Install Python v3.7.x from https://www.python.org/. (As of this writing v3.8.0 isn't supported.) To make life easier, check the option to add Python to the PATH environment variable.