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I feel ridiculous asking this, but I don't know what file to upload. Is it an .exe file or an .dll file? Does that question make sense?

Yes, it makes sense. Unfortunately I don't have experience developing for unity or cross-platform exporting. I found this after a quick search, hopefully it answers your problem:

"After using the build option you will get a .exe file and a data folder

just give these files to your friends and that's it!"

So maybe provide both .exe and .dll in the same folder?

I'll try that. 

(+1)

It actually doesn't give me that option. So I'll just wait until I somehow get a Windows computer and then test it out on that. Thank you for all the help though.

I found out how to make Windows work! It finally works, so enjoy!