Typically on Windows you will install the 64-bit version of Python, however this presents a challenge when building binaries with cx_Freeze since it will use this 64-bit version of Python exclusively. To generate a 32-bit binary you will need to install a 32-bit version of Python side-by-side the 64-bit version. Unfortunately this is a tricky process but it can be simplified using the virtualenv tool.
The steps below outline a general process for installing 64-bit Python as the main Python interpretor and using a 32-bit Python virtualenv side-by-side to build 32-bit executables with cx_Freeze.
First install Python 2.7 x64 in its normal C:\Python27 location.
Next install Python 2.7 x86 but override the location to be something unique like C:\Python27-x86. Also you must set the register extensions option in the installer to disabled/not installed (this will prevent the 32-bit version taking over the default path, etc.).
Now open a command window and navigate to the path that Python 32bit was installed
and run the scripts/pip.exe to install virtualenv in 32bit python:
c:\Python27-x86\Scripts\pip.exe install virtualenv
To create a virtualenv use the virtualenv.exe (also installed in the Scripts folder) like normal. For example to create a new virtual environment called py32 open a terminal in your home directory and run:
c:\Python27-x86\Scripts\virtualenv.exe py32
The created virtualenv will have a Scripts subdirectory with an activate.bat. When this bat file is run it will setup the environment to use Python 32-bit. For example from your home directory run in a command terminal:
.\py32\Scripts\activate.bat
Now Python, pip, etc. should all be using the 32-bit Python virtual environment. You can build software with cx_Freeze etc and it will use this 32-bit version of Python.