Right-click in the main folder of your game, type "pdc" then space and input the name of the folder where your main.Lua, leave a space and specify the name without "zip" and "pxd" Then once it's done you should have a pdx folder though you need to zip it before you publish it.
But as I write this, I realise you may have not added the pdc system variable so try watching this from 4:25 minutes in :