Ok. I don't have a windows computer, so that makes testing hard. I'll try and see if I can find one and test on that, but for now I don't have a solution, very sorry.
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?