Answer 1

I do not recommend converting python files into windows executable. But its possible with many tools, one of these tools is cx_freeze: (for more information check these sites)

http://realnexperience.blogspot.com/2013/07/convert-py-files-to-exe-using-cxfreeze.html

https://stackoverflow.com/questions/17798128/how-to-create-exe-file-in-python-using-cx-freeze

Answer 2

Also found this (not sure if it works well)
http://www.pyinstaller.org/
As said pip install it (terminal >> 'pip install pyinstaller'), then go to your python file folder (terminal >> 'cd yourfiledir'), and run pyinstaller ( terminal >> 'pyinstaller yourfile.py')

Answer 3

If you wanna complie to exe file use pyinstaller. You can only download C++ with some idea, for example Visual Studio