Before you upload your game, you have to zip the whole build folder, then upload it so unity can access all of its data and assets. Then the player runs the .exe file, the .exe file sadly doesn't work on its on. Don't worry, I think all of us have done this when we were learning how to develop. I often still leave like 3 hours before submission for solely building the game, I still don't know the most effective way.
Edit: You got it