Yes, Make all your levels, set the winzones for each map, you can have more then one as level jumping is non linear.
Run each level and set the matrix settings as you would like. Save them after the changes.
After all are done, then open the starting level, and save your standalone from there.
It should send all the media and scripts from all levels to the stand alone build, ensuring all assets are copied over.
Intel(R) Core(TM)2 Quad CPU Q6600 @ 2.40GHz, 2400 Mhz, 4 Core(s), 4 Logical Processor(s), 8gb RAM, Nvidia gtx660, Windows 7 Pro 64bit, Screen resolution 1680 x 1050.