First, install the packages: tcod and PyInstaller.
On Windows you must also install the pywin32 package
(named pypiwin32 if you're using pip install.)
Then run the PyInstaller script with this command:
PyInstaller hello_world.py --add-data "terminal8x8_gs_ro.png;."
The finished build will be placed in the dist/ directory.
You can also build to one executable file using the following command:
PyInstaller hello_world.py --add-data "terminal8x8_gs_ro.png;." --onefile
The PyInstaller manual can be found at: https://pythonhosted.org/PyInstaller/