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I tried it again, no luck. To run a Mac file, you need more than just .exe files (which macs can't run unless they're running wine) and project folders. Those need to get built into a .app file. In Unity, in the build menu, you select the version you want. Under Mac/Linux/Windows Standalone, you still need to select the type of file you want to build.

Build menu
This would mean you needed to do this 3 times, one for each type of computer. You would end up with 3 different files.

I hope this helps :)