Dude, you can't just put out the .exe file and call it "Mac/Linux" :P. Those require a separate build, and the filenames will usually be obviously-different.
When you build a project in Unity, there is are a few options. One of them is "PC, Mac & Linux Standalone". That is what I have chosen. I've had a friend on Linux having problems on one of my previous games, I don't know why. It's just Unity.
