I just thought of something else. Are you trying to load the game on mobile? Because I don't think that will work.
Yes, it makes sense. Unfortunately I don't have experience developing for unity or cross-platform exporting. I found this after a quick search, hopefully it answers your problem:
"After using the build option you will get a .exe file and a data folder
just give these files to your friends and that's it!"
So maybe provide both .exe and .dll in the same folder?