There is a menu point called "Build Collective/application…" should be covered in the docs as well.
What it does, it wraps a Max runtime together with a collective. That turns it into a real world application…
Just give it a try. I guess it should work. You might need to include some files, but first give it a try and if something is missing, come back. If it works out of the box come back as well and share your secrets…;-)

Stefan