How to export a finished game? (Help please)

How would I export a game from my Unity Editor, so that my friends can download/install and They can play it and test the beta? I am fairly new to this but could someone please explain how to export my game into an .exe like other unity games? (example : slender)

EDIT: Could someone go into more detail on the exporting please?

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This is the process:

  • Go to File
  • Go to Build Settings
  • Go to player settings tab in that dialog box
  • Configure your game settings (screen splash,game name,company name,etc,etc)
  • Select your platform (win/mac/linux/xbox/etc etc)
  • Click on build

After using the build option you will get a .exe file and a data folder
just give these files to your friends and that’s it!
if you want them to “install” the game you will need some kind of install creating softwere

a bit advanced, but as you asked, the most detailed it can be:
http://docs.unity3d.com/Documentation/Manual/PublishingBuilds.html

Use File > Build Settings > Build