How to export blender game in .exe with game sound? I created a basic game but it exported with no sound.
Blender does not bake any audio into the executable, it just stores the path to the files.
To ship the game with audio, put the audio files into the same folder as your .blend file (or a subfolder) before you load them into your game and when you open them in Blender make sure that 'Relative Path' is checked. After exporting the game, just copy all audio files to the folder of the .exe (or a subfolder).
I'm not sure if this will help you on Windows. I had the same issue on Mac which I solved like this: Right click on the app and "Show package Contents". Then copy the audio files into the Contents/Resources folder. Perhaps on Windows there is a similar place where your resources or assets are stored?