This is a simple example that uses GitHub actions and cx_freeze to build a pygame executable for both Windows and Linux.
Executables are stored as artifacts named windows-latest and ubuntu-lastes (accessible via https://github.com/pkasprzyk/cx_freeze-action/actions/), with access dependent on repo config (default: accessible for all logged-in GitHub users for public repo).
Feel free to take and reuse any part of this setup, as the whole repo is released in public domain.