I’ve only tried it on Windows 10 but I guess it detects the platform it’s running on and builds for that. On Mac I think you have to install with pip:
pip install -U nuitka
Obviously you’ll need a C compiler. On Win10 you can instruct it to fetch one and set it up:
python -m nuitka --mingw64 myapp.py
It will ask you to confirm the download / install [Y/N] and once that’s done you’re away.
After that to compile your app for distribution:
python -m nuitka --standalone --windows-disable-console myapp.py
That will create the folder myapp.dist containing myapp.exe and its dependencies.