Processing can export apps as well as web applets for Mac, Win, and Linux platforms. On Windows, you must have a Java VM installed; the VM is part of the MacOS X release.
The Mac export is a standalone app, but for Windows, note:
Windows is a shell .exe that calls the code and requires the "lib" folder along with it be kept intact. Someday we might make Windows be a nice single .exe file, but this requires more time to implement, and more specifically, make work consistently with the libraries. If you're finicky about this, use a Java EXE generator such as JSmooth or launch4j.
See this page for details: http://processing.org/reference/environment/#application.
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