Depends if it's a SaaS or a product.

With a product you can usually put it for sale on marketplaces so they do the marketing for you and you can easily reach millions of customers, but you have to share the revenue.

This is how I started with https://usertrack.net, by selling it first on CodeCanyon and once I decided to focus full-time on it I switched to selling it directly.

I was able to work on it while still being employed as I have discussed this with the employer before getting hired, I clearly stated that I still want to be able to work on side-projects in my free time.