FYI your "Windows download" appears to just be your unity project files and not the exported game. There's no executable. Web built works fine. Sorry for to make this such a blunt post, figured you'd want to know immediately.
Oh, I figured it out. I used "Extract here" and there's no folder inside the zip, so it scattered the contents to the wind based inside my Downloads. Sorry for the jumpscare.
Well you prompted me to build it again in windowed mode so the game can be closed properly without knowing how to use keyboard shortcuts, so thanks anyhow 😂