I’m using the newest version of Harlowe.
This question comes up a lot, and it tends to be a bit more complex than most people hope for. Essentially you’re wanting to package an exported HTML from Twine so it runs without a browser? Usually the context for this is people wanting to sell or distribute a Twine game on one of the various app stores.
Windows has a quick way to make a web page run like an app with a shortcut icon, but I’ll assume you mean you want a distributable packaged app. Here are some resources:
On Mac there’s an app called Fluid that can literally do this with not much more than one button press, but it only makes a Mac app, and the developer mostly intends it for individual use instead of a method for widespread commercial distribution.