Hi! I don't know what engine you use but this should be applied to general uses:
When your exporting your game, try to find a tutorial (via YouTube, Google, or even reddit) on how to make your game "embedded". In Godot when exporting (for windows) you want to make sure you check off the "embedded PCK" option. This allows it to be a .exe without having to dig through files.
I hope this information helped. Bye!
Would you like to try my game?