Making a Storyline so users can click on it as a desktop icon and open from there?

I'll echo what the others mentioned about hosting a web-export and having people access it through a hyperlink on the desktop. One of the downsides to standalone tools is people often still hang onto them even after they've become outdated. Hosting a Storyline-built tool on the web (e.g., a company's shared drive) and having people access it there makes it much easier to update, and everyone is only ever accessing the most up-to-date version.

Storyline used to have an option that created an .exe, called publish to CD, but that was deprecated a while back, perhaps for security reasons. If you all really need a standalone executable, you'll need to publish to Web, and then run it through Electron. It's essentially a standalone browser that only runs your published course.