They just unzip the Python executable and your source files to a temporary directory and run them from there (although they are a convenient way of doing that).
nuitka is a bit better (in the sense of not running executables from a temporary path) in that it really compiles your code into an executable in "standalone" mode.
nuitka is a bit better (in the sense of not running executables from a temporary path) in that it really compiles your code into an executable in "standalone" mode.