When you hit “Publish to File”, Twine is saving an HTML file on your computer. In your example, it’s saving it into your Downloads folder. When you open up that HTML file by double clicking it, it’s opening it in your web browser. If you look at the address bar, you’ll see what you posted above: that “file://…” website address.
When a web address begins with “file://” what it means is “open a file on my computer” and the rest of the address is the location of the file on your computer. When we type that into our web browser, it’ll look on our computer for the file “Users/FirstGameProject/Downloads/Ebbets Copy.html”. That won’t work, since we don’t have that file.
What you need to do is actually upload that file onto a website. You said had a few websites you can post it to. What did you mean by that? I can maybe help show you how to upload it to those websites if I know what they are. The process can sometimes be different from website to website.
For example, if you want to put it on itch.io, there is an option when setting up your game to upload an file. The button looks like this:
You would click that and pick the HTML file on your computer (in your Downloads folder).