Opening the Build Settings from the File menu brings up several settings that default to the machine used to run the Unity Editor, such as Windows-64 or Linux or Mac.
The File menu with Build Settings…
Open the Player Settings to edit information such as the Game (Product) name, Company Name, Version and Icon.
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“Esc” code is need to exit the game if the “Exclusive Full Screen” is used.
Player Settings with Exclusive Fullscreen presentation
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“Resolution and Presentation — Fullscreen Mode — Windowed” allows for a Default Screen width and height
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Click the Build button when ready. Choose a build name to save the settings in a folder, named for different builds.
Press Build to save settings and recompile
Create a build folder for the platform, such as Windows. Select folder. (build saves to a folder, not a file).
New folder
Wait for the game to compile with the settings. A new .exe object executable appears in the folder path.
New executable game after build
Currently, there is no escape feature after clicking to run the game. There are a few settings that pop up in a dialog.
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Need to code a game exit. Until then, use the ‘X’ to exit
Closing the game
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From the online tutorial:
If you want to build to another of the platforms, you must have those platforms installed on the device you are using.