Is a recommended way to package node project that include jsReport to exe?
If it's not aboslutely necessary for your deployment, I wouldn't go that way.
I couldn't understand from the above link what should I do?
If you git clone jsreport repo, install it and then run yarn compile, it will compile the current jsreport app using pkg into exe. Its a complicated process which I won't go into details, but if you are in need, you can study the whole flow from the code.
In previous projects (without jsReport) I used "pkg" and it worked well.
jsreport includes also binary dependencies and dynamic imports so things aren't that simple and pkg doesn't work out of the box. It needs several tweaks to make it working.