We access the Build Settings dialog window via the File | Build & Run top menu option. With that interface open, displayed as follows, we can make several decisions regarding our build:
The top section of the Build Settings interface lists the Scenes that will be included in the build. You can use the Add Open Scenes button to quickly add those scenes to the build. You can also select and deselect scenes to ensure you only include the scenes needed for the build.
In the next section of the Build Settings interface, you'll select a platform. Each of the platform options is covered in the next few sections.