Missing run-py3.8-win32.exe

[py2exe]

Missing run-py3.8-win32.exe

[xdesai]

I believe I've figured out my issue.
I didn't read the docs fully and thought I could simply do
setup.py install in the py2exe directory.
Once I actually followed the docs and did
setup.py install bdist_wheel
pip install dist\<wheelname>
The run-py3.8-win32.exe existed and py2exe worked.

I didn't dig enough into the internals to understand why setup.py install didn't just work, but I'm gonna go ahead and close this out since the documented way does work.