To use pyinstaller, all you need to do is open a console and execute:
pyinstaller --onefile --windowed gui_app.py
Or if it's a console-application, you simply do:
pyinstaller --onefile app.py
If it's a simple application you can even do:
pyinstaller app.py
That's it, you need to make sure pyinstaller is installed and in your path tho, because this is an application in itself. On Windows it's called pyinstaller.exe and resides in your Windows PATH variable.
If you've got a more complicated application you can build a definition list and give that to pyinstaller to read (add icons, version number etc etc). But most of the time you won't need that.
Sources: