Question: Ruby application packaging

I have a trivial question.

I would like to package a Ruby application and run it.
What is the convention in Ruby to do so?

I tried Gem.
I could generate Gem and successfully install it locally.
But I don’t know how to add executable file like .bat file like you can
do when you install Rake by Gem.
Is there a way to auto-generate executable file by Gem or Rake?
(And how do you make Gem add executable file under ruby/bin? Or is it a
feasible approach?)
If not, is there a convention in Ruby about how to execute an
application installed as Gem?
Or is there any other packaging option?

Thank you.