I had Microsoft Publisher. It had a Newsletter template.
I'd take screenshots from games and write three or for sentences about them and format them as a little newsletter and print out 10 or 15 copies on our dot-matrix printer.
I'd pack those small handful of games on to a floppy disk. I'd do hand written labels with funky names and stickers.
I'd give them to my friends with the newsletter to explain what the games were and how to launch them. I focused on games that would run on My PC, which was a pretty generic packard bell running windows 95.
Amazingly, I kept this up well in to the XP era (because, let's not forget, most XP era machines still had floppy drives!)