There are many tools and posts that can help you in this. I’d start looking for past posts personally.
However, if you’re looking for the “easiest” way for starting out I’d go with the “Clean and Build” option under run. Once it’s finished you should see a path given in the output at the bottom of the app that looks something like “C:\Users\YourName\Documents\ProjectName\dist\MyGame.jar”. If you go to where that file is you’ll see a single jar with a folder and README.
The README has some tips in there that may interest you.