There are plenty of ways to share games with your friends, family and anyone else who you think might enjoy something you've created!
Let's quickly go over a few of your options.
Downloaded .uf2 files also contain the game code. You can import them or drag and drop them into the editor to reload the code.
You can also use GitHub repositories to store and share your code. This is particularily useful if you end up building a lot of code or if you want to share an extension with other users. Read all about getting started with GitHub at https://makecode.com/extensions/github-authoring .