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For compatibility reasons it's best to use exactly the same Ren'Py SDK version as the original (easy way to check which version it is, just look in "game" folder for "script_version" file and open that and you will see version inside).
Optional: If that is missing go into "renpy/__init__" file, open it and look around line 80... version info is around there.
NOTE: If you try to build it with the SDK and it says failed and you are going by "script version" check the init file, it sometimes will list 2 different SDK's use the second one to try, and 95% of the time it will work.
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Download Ren'Py SDK version that mirrors the original from
You must be registered to see the links
.
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Download the Windows version (PC or ones labeled Win/Linux) and extract the game and then place it inside of the Ren'Py SDK folder and launch Ren'Py.
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On the left side, you will see "PROJECTS"... under that select my game (will show as whatever game name it is) you just put into Ren'Py SDK folder then on the right side select "Build Distributions"... wait for the process to finish.
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On the right side, you will see "Build Packages"... under that select the platform you want to build (Windows, Linux and/or Macintosh aka MacOS. Market means, all 3 platforms in 1 build).
Optional: Under "Options" you may or may not select "Force Recompile" (this might take longer to finish tho).
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Select "Build" on the bottom right and wait for the process to finish (time to finish will depend on the game size and your hardware).
Taken from here but re-wrote because you will see why if you read his guide.
Tutorial - Ren'Py - How to build with Ren'Py SDK
