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I'm not quite sure I follow, but maybe Rake is what you're looking for? From the description:
If you absolutely need a native binary distribution for your apps, there is a project called Traveling Ruby that originated at Phusion, makers of the popular Phusion Passenger Ruby application server. It's worth noting that this project has a number of open issues that are aging and the latest commits are from 2021, so I'm not sure about its current status. There are also important caveats with regard to native extensions and Windows. Given the popularity of packages that require native extensions (like the XML/HTML library Nokogiri), you may find that this solution simply doesn't work for you.
Instead, Ruby developers distribute software using RubyGems. You can find guides on creating and distributing RubyGems — frequently abbreviated to simply "gems" — on that same website.
Another option would be JRuby. I routinely use an application called Tabula, which is built using JRuby and compiles to a Jar file. This, of course, requires Java on the target machine, but you can ship the Jar file and it will work. It's often easier to rely on a working Java environment than it is a working Ruby environment. Especially on Windows.