This is something I continue to think about as well, and I think it depends. In general, it seems the common way I’ve seen is to upload the packaged build to a server and have the client download it. Seems to be the easiest way, but if the clients’ computer is old and can’t handle running it smoothly, then the overall experience is reflected poorly. For me, clients usually come into the office to check out the progress and give feedback. The end result would be something that would be implemented into a sales center type of space, where it’s up and running on a machine that can run it well.
Otherwise, you can do a web version of it and upload it to a host and send the link over the client, or deploy it to mobile and they can download it from the app store. Of course, you’ll have to tweak and optimize your scene so it runs and looks good on mobile since they have different limitations.