.py to exe or to executable file for linux

[Low_Ki_]

How would you convert a .py file to a .exe for distribution to a windows machine and also how would I make a version of an executable file on linux that could just be double clicked on or ran in the terminal by typing the file name like you would pycharm or dia or anything of that nature. I usually run the .py program in IDLE or in pycharm but I'd like to write code for other machines to be able to use as ease of access by just clicking on the program file