Assuming you've got the compression and everything done, you can go to a file hosting website (box.net, mediafire.com, etc.) and upload the .exe. Once that's done, copy the link and post it on your website so others can download it!
If it's the former you're having trouble with, then all you need to do is use the "File->Compress Game" option. If you want other things to appear in the game folder, like an instruction Word document, just move it into the folder before compressing.