Step 4. First Public Prototype. Build a physical and/or create a digital prototype of your game. Use assets from your physical game to recreate your game on Tabletop Simulator or some other digital game playing tool. The prototype can still be very rough at this stage but you might want to consider having some components that can help get your story or theme across. I always have one "component of quality" in my prototypes to give the players an idea of what I will be shooting for.
And if you want to sell your game on Kickstarter or Indiegogo or some other crowd-funding platform, you now have even more work ahead of you! You need to build an audience way ahead of time. Then you have to get all of the components together for the Kickstarter. This includes making a video about the game, creating art for the page, sending prototypes of your game to reviewers who will (hopefully) record a positive review of your game, deal with fulfillment companies. Do you offer your game to oversea buyers? Do you market your game on a website or some other media? How do you deal with dissatisfied customers? Self-publishing is SO MUCH work and my hat is off to anyone who "does it themselves".