This instructions work in GNU/Linux. To create the installer you need pynsist

Create a file called installer.cfg with this content:

[Application]
name=Bullet dodger
version=1.6.10
# How to launch the app - this calls the 'main' function from the 'myapp' package:
entry_point=bullet_dodger.main:start_screen
icon=bullet.ico

[Python]
version=3.5.2
bitness=32
format=bundled

[Include]
# Importable packages that your application requires, one per line
pypi_wheels= pygame==1.9.2b1
    setuptools==28.6.1

# Other files and folders that should be installed
files = LICENSE

You must place the icon (in this case bullet.ico) in the root location of the repository. Finally, execute pynsist installer.cfg.