This is just a quick little recap of what I learned today.

So...for the longest time, I thought GameMaker only could make Windows Executables, and I had to pay additional licences for other kinds of exports.  (Maybe that actually was the case at some time)

However, you actually still can export to different platforms as long as you know where you can change your platform location.

And that is, this Target symbol on the top-right of your screen:

(I do not know why I didn't looked into that before, maybe I've gotten so used to making a game for Windows that I no longer looked at that part. And I just forgot it existed.)

If you click on that Target symbol, you can select different kinds of build options, and this will alter how "Create Executable" will perform:

As you can see, you can export games to Windows, HTML5, MacOS, Android, iOS and Ubuntu (Linux) by default.

If you want to alter the export settings for each platform, then you can go to the "Game Options", where each platform is listed there:

-------Publish a Game as HTML5-----

If you want to upload a HTML5 to web, you should select the HTML5 Target Platform, then select "Create Executable" and choose for the .zip option. (You won't need the seperate files unless you're self-hosting)
Then, when uploading to Itch, ensure you have "Kind of Project" been selected as a HTML file. This allows you to play your game on a browser without having to download it. (This is helpful to all you GameJam people out there)


Afterwards, ensure your .zip file has "index.html" inside (which GameMaker already compiles by standard) and have "This file will be played in the browser" selected.


You also need to set a viewport dimension, to make the game fit in your page.
For this, you can go to a Room or Viewport (assuming they're consistent) and take the width an height from there:


The rest of the content is pretty self-explanatory if you've published a game before.

Is this common knowledge? I don't know, it certainely was not for me.
GameMaker has changed their distribution protocol for some time that it can be confusing for those who aren't caught up.

And that's all for now, hopefully this helps me in the future again, or someone else as well.
(Can confirm this is the case for the LTS version too.)