Welcome to our community!
Which version of Unity do you use? Did you test your build locally in your browser? If so, did it work?
yes it worked locally
That usually happens if you try to drag the 2 separate folders + the html file into the ShareMyGame window. Those 3 objects need to be within a folder, and it is that folder what you have to drag into the ShareMyGame window.
Ya I did that only
Does your WebGL folder look like this when you open it?
ShareMyGame is saying that you don’t have the index.html file there. You might have misplaced it. Else would be to try and rebuild as maybe unity didn’t built the build properly.