Sorry if it's not working for you. I've never baked a game before, so it's probably not particularly well optimised and some of my friends had to download some Unreal Engine runtime components before they could play. As LBacon notes, it should do this automatically, but it could be blocked by firewalls etc. Apologies if you miss out on this one, I will try to figure out how to compile for web play before the next game jam!