I noticed a lot of the exe files I download have a pck file included in the zip. Quick tip: you can embed it within the exe file itself so it won't be a separate file. When exporting a file, there's an "Embed pck" option there that you just have to check :)

And ALWAYS ship a "Release-Build"! The Debug-Build runs much much slower, and everyone can see the errors and warnings.

(It's a checkbox while exporting)