In addition of allowing you to deploy multiple scripts to multiple databases directly from the interface Script Executor also allows you to package all your scripts into an executable.
An executable package in the context of the Script Executor is a small, dynamically generated executable file that contains embedded in it scripts, list of databases against which the scripts will be executed, and a small piece of code to run these scripts. You can run it as you would run any other Windows program.
Executable packages are suited for deploying Sql script to the end-users/clients. A user can run it without having Script Executor, or SSMS installed.