How to create standalone applications for Windows with a [G]UI in Julia 1.11 or 1.12

Thanks for proving my point that the community is helping a lot !

I think it did not exist a few months ago, still is branded as experimental in fact.
I just tried but I get a (roughly translated from my system language) error saying

The installation program could not install package dependencies. Please ask the package developper.

Not sure what this means.