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?

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

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

a bit advanced, but as you asked, the most detailed it can be:

Use File > Build Settings > Build