If it is a simple py script
refer here
Else for GUI :
$ pip3 install cx_Freeze
1) Create a setup.py file and put in the same directory as of the .py file you want to convert.
2)Copy paste the following lines in the setup.py and do change the "filename.py" into the filename you specified.
from cx_Freeze import setup, Executable
setup(
name="GUI PROGRAM",
version="0.1",
description="MyEXE",
executables=[Executable("filename.py", base="Win32GUI")],
)
3) Run the setup.py "$python setup.py build"
4)A new directory will be there there called "build". Inside it you will get your .exe file to be ready to launced directly.
(Make sure you copy paste the images files and other external files into the build directory)