Which export did you try? The .pck is embedded in the Windows and Linux export and part of the mac zip file. Are you sure it is because a file is missing?
As for the keyboard thing, you control the game with WASD or the Arrow keys - sometimes you have to click on the game again after it initially loaded because it lost focus.
The .pck is embedded; you don't need one. You should be able to start the game without it. If it doesn't, there is some other issue, like your antivirus keeping it from starting because it's from an unknown developer or because you don't have a vulkan ready graphics card / chip.
But if the web version works now, then you don't need to worry about it. Glad you're having fun so far!
