It should be possible to create stand-alone executables. See
https://docs.racket-lang.org/guide/exe.html
(... which is actually just a pointer to three different pages.)
You also ask about platforms: Racket 8.5 supports a new "--enable-pb" mode that may allow compilation to platforms that are not currently supported by native code generation. The 8.5 release notes say:
"See “README.txt” in the source distribution for more information on the —enable-pb flag to configure."
Note that IIUC, this is an area of ongoing work, and that currently, you could run into some challenges in supporting other platforms.
EDIT: see also this discussion: