I didn’t realize it until now, but I only had This Computer checked in the Build Settings area. I am almost finished with my project and I just now checked the other boxes (Linux, OS X, & Windows). This is a small database file (SQLite). I ran the project after checking the appropriate boxes, and it worked fine, but I was watching a video which brought this to my attention and it said to have the boxes checked from the beginning of the project. Did I mess up?
So long as you have a license that builds for the other platforms you won’t have a problem.
Thanks @Wayne Golding