It's the typical CD-Rom distribution solution. The second method involves creating a shockwave compressed version of your movie file. This typically cuts the file size of your finished movie. The playback engine is not included in the file. Shockwave is the typical net solution for Director delivery.
Projectors are slightly more tricky.
So let's assume you have authored your movie on a Mac. First create a Mac projector of your file, then jump on to a PC, open up your file and create a PC projector. Most of the time this works just fine. Sometimes there are operating system peculiarities that can trip you up, but let's not worry about them just yet. A common misconception is that you need to create a different projector for ever movie file included in your finished project.