I'm using Wine so the error is likely on my part, but I'm going to write this anyway:
The executable at first gives the error that UnityPlayer.dll is missing. After downloading it, I get the error that the Sabotage_Data directory is missing, which I think should come with the build.
Unless you use a pack tool to cram everything into a single exe, I don't think Unity can generate single file windows builds (as in just one exe file). Could it be that you only sent the exe, without packing it? https://stackoverflow.com/questions/63016138/with-unity-version-2020-and-onwards...
(again I'm using wine, so that's possibly where the problem lies)
Edit:
Not relevant anymore.