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Hey, looks like you forgot to include the pck file, lol. Don't worry, I've done the same thing before. Make sure when you're exporting to windows, you hit "Export project", and when zipping your game make sure the .pck file and the exe are in the same directory, otherwise your game won't start, and you'll get the error message SteveyMcGuy and Formica_dev got.

I made it an HTML5 file then tested it it should work, is it still getting you to download something?