From Twine's home screen, click the gear icon below the story, and choose "Publish to File".
That information is also available on the Publish My Work wiki page, which is accessible via the same named link on the main page of the Twine 2 Guide, which in turn is accessible via the link of the same name on the Twine Wiki, which can be accessed via the relevant link in the right sidebar of this Q&A site. *smile*