When you make the game, it's already a stand-alone program.
When you want to publish it, just delete all the unnecessary stuff (tools, source etc..), change the icon and wrap it all into a .zip file or use one of the many free installer creators to make an install file.
Models are imported with the ActorStudio program. It can be found in the 'tools' folder.
Your models have to be either in .max or .bdy format.
I won't go into the details right now, you should read the manual, found in the 'docs' folder and the e-book, which can be downloaded here: http://www.realityfactory.info/cms/inde ... umentation