When I am finished making a game using UE4, how can I play it on my console? (Ex. Xbox 360, PS4)

After I’m done creating a game on my pc using UE4, can I play it on my console? Xbox 360 or PS4? And how would I play it on a console? Do I need to first put the project on a disc for the console to read?

Is that even possible in the first place to make a game and put it to my consoles?

I know major gaming companies distribute games this way through discs and digital downloads. How would an individual accomplish this?

Thanks.