Is making Python executables a reality?

[MDK]

I have tried several tools to make a Python exe, i.e. py2exe which just
gives me errors.  It looks as though changes were made to how it is supposed
to work but now it does not work for me.

The programs that are supposed to come bundled with Python for this task do
not seem to exist on my PC after the Python install.

What percentage of people make exe files?  Do most people have end-users
download the Python environment?

What is everybody doing in this regard?

Thanks.