Do what Me! said and compile the whole project into one convienent .exe file. Then, you could download a free icon program, or "Resource Editor", which will change the icon of the .exe file to whatever you choose.
You could then burn it onto a CD, yes, I do that. But, to allow more people to play it, I'd create a web site and put the game on it for download to the public. Then, go to the forums "Program Announcements" and post about the game you made, including screen shots.
Don't know how to do screen shots? Just click the key "Print Scrn" on the keyboard when you have a screen shot that would be cool on the screen. Some computer need a "Shift+PrintScrn" combo
Next, go to a program like "Paint" and click "Paste" or Ctrl+V. Then save the picture in a .jpg or format (easy for web pages). Then, create a web site (a good free host is Madman Hosting at
http://www.madmanhosting.tk)
Well, there you go, there's the basics to it. Just make sure to tell lots of people about the game. Although, be careful not to double post (put more than one post on the same subject) on these forums.
Well, good luck