You will also need to know a bit about distutils and how python packages everything.
Here is a link that might help a bit more.
And here is an example of the setup.py
from distutils.core import setup
import py2exe
setup = (version = "1.0",
description = "My App",
name = "Hello World",
console = ["myapp.py"],
options = {"py2exe" : {"bundle_files" : 1}})
Also, sometimes the compile process doesn't grab the DLL required, and you might need to include that with the distribution of your app. But then you get into the legality of shit and most all the DLLs required are proprietary, on the windows side anyway, and you could get into some serious shit if they find you just passing them around.
But as I said before, doing things in a native language is much better for coding, compiling, and legal reasons. If you insist on python, install the interpreter on the OS or learn a new language.