How to turn my python program into a software to install and how to prepare an installation file

I create a python application with pyqt5 and I use mysql for database. I want my program to be a software to install before using it in any PC like visual studio or mysql. I used cx_freeze before to create my exe file and it works fine but I have two problems with this solution: -First: The application works without installation on the computer so that you can run it directly by opening the .exe file and there is no installation file. -Second: I can't run the .exe file without installing mysql but I want to get the result that the software works after I installed the installation file without having to install mysql or anything else.