As other's have said, unfortunately you haven't uploaded the files correctly.
For future reference next time, when you build a Unity project for Windows it generates a few files which includes (in my case, may vary slightly in yours):
- YourGameTitle_Data
- MonoBleedingEdge
- YourGameTitle.exe
- UnityCrashHandler32.exe
- UnityPlayer.dll
So the best way to upload a Unity game for download is to put all those files in a single zip file, and then upload that. This allows the person who downloaded it to just unzip the folder, and then click on the .exe to play the game.
Good luck next time, and I hope I could help! :)