hello.py

print("Hello world")

setup.py

import sys
from cx_Freeze import setup, Executable

base = None
if sys.platform == "win32":
  base = "Win32GUI"
  
setup(  name = "Test",
        version = "0.1",
        options = {'build_exe': {'silent': True}},
        executables = [Executable("hello.py", base=base)]
     )