This is not exactly trivial, and there isn’t a quick one-button way to do it from Processing.
Basically, Processing gives you a Java application that comes in the form of several .jar files. Now you need to take these .jar files and create an executable file from them.
This goes outside the bounds of Processing and into more advanced lands, which is why there isn’t a quick way to do it from Processing.
If I were you, I’d google something like “java deploy as executable” for a ton of results. I’d also check out Launch4J and JWrapper, which are tools that help with this.