itch.io

Do you get any error messages when trying to run the .exe?

NOT OFFICIALLY, but TECHNICALLY yes, you could try JoiPlay

There's a Reddit thread about playing Lonely Wolf Treat on Android 

It's available on PlayStore, and actually I could get to play it on my phone just today!

Ironically, LWT is actually only available on Windows though..?
unityplayer.dll should come with LWT, but I'm not sure why you would need that when the game wasn't made in Unity, LWT was made in RPG game maker
Unity is a game engine but not every Windows game was made in it
All you really gotta do is unzip the file and run the .exe file :)

As for playing on mobile, I found a reddit thread about people that used this emulator called "JoiPlay" to play LWT on android, and an alternative that could potentially work is Winlator, also; but nonetheless, have a nice day :)

PLAY LONELY WOLF TREAT NOW.

You should probably check out Bad End Theater If you haven't already, then... I'm sure that would please you