How to make py2exe include external files (such as Selenium)

If you read the full documentation of py2exe you might still not have completely clear how to perform some tasks with it.

The snippet to put on the "setup.py" file to generate the py2exe executable from the python source "run.py" is:

from distutils.core import setup
import py2exe

wd_path = 'C:\\Python27\\Lib\\site-packages\\selenium\\webdriver'
required_data_files = [('selenium/webdriver/firefox',
                        ['{}\\firefox\\webdriver.xpi'.format(wd_path), '{}\\firefox\\webdriver_prefs.json'.format(wd_path)])]

setup(
    console = ['run.py'],
    data_files = required_data_files,
    options = {
               "py2exe":{
                         "skip_archive": True,
                        }
               }
)