A single file you run once; it copies the program onto the computer and adds its shortcut to the desktop and Start menu.
An installer is the usual way Windows programs are distributed: one file, typically ending in .exe, that puts the program files in the right place, creates shortcuts and registers the program in the installed apps list so it can be removed cleanly later. Once installed, you no longer need the file to run the program, but keep it for installing on another computer.
It matters because it turns your program from a project into something any employee can install in two clicks. In Fanann you get a real installer for Windows 10 and 11 (64-bit) after trying the program in the preview. Building the installer needs a paid plan. Practical tip: keep the installer somewhere known, note its version and date, and never install on staff computers a build you have not tried yourself on one machine first.