It's recommended to use a virtual environment to package Python executables. Use the following guide on how to set one up: https://docs.python.org/3/tutorial/venv.html

Once the virtual environment is active you should install tcod and cx_Freeze from the requirements.txt file, then build using setup.py:

pip install -r requirements.txt python setup.py build

An executable package will be placed in build/<platform>/

The cx_Freeze documentation can be found at: https://cx-freeze.readthedocs.io