Currently it’s not possible to export prototypes as standalone local files; you can share the Sketch document, but other folks will need the Mac app to open them and then play de prototype.
If you have some restrictions about cloud based solutions (which we’re aware are necessary for some teams) Sketch Workspaces offers the option to restrict document uploads.
With this option, only Workspace Admins can upload files, so you can control what’s uploaded and shared.
If this sounds like a good option, contact our Account Operations Team and they can guide you to get a Subscription and setting up the restricted uploads. You can reach them at mail@sketch.com