You can export your game, but you shouldn't distribute your exported game just yet.
You can choose to export your games as executables, so that you can put them on other storefronts directly - e.g. Steam.
These games don't have the typical restrictions that platform games have - there's no whitelist for code, and you can use standalone-exclusive APIs.
Exporting your game is done through the Export Wizard.
To access the wizard:
The following restrictions apply to all games that are exported from s&box: