pip install pyinstaller
cd PathOfFile
pyinstaller --onefile -w ScriptName.py
(note that if you are using -w then your python file has to be an application and the file will be inside the "dist" folder)
# In the command line, install pyinstaller
python -m pip install pyinstaller
# You might need to add pyinstaller to path. You can do that
# by adding the "scripts" folder in your python installation to path
pyinstaller yourprogram.py