py2exe is outdated
When reading the rules I came across the recommendation to use py2exe to make the final binary distribution.
py2exe was last updated in 2014 and only supports Python up to version 3.4 -- I haven't been using it since then and I don't think you did either.
In my opinion the best alternative is PyInstaller, a very well optimized and cross platform alternative to py2exe, which is also very easy to use (no setup.py required).