I’m not experienced at all with Unity, but I do have a small game and I wanted to learn how to play the game outside the Unity software. I couldn’t find an answer anywhere, but of course it must be possible.
This process is called “Building” the target (eg. Building a Web player or building an executable). Not obvious, I guess.
File menu.
Using the keyword building I think I found something at this link in case anyone else is curious
http://unity3d.com/support/documentation/Manual/Publishing%20Builds.html