Building my first 3D location-based game - A question about the "play" function

Hi guys,

I'm fairly new to Unity, and I have just created an extended version of the 3D Location-based game using Mapbox to become familiar with some of the basic features of Unity. I want to turn that into an application, by using "build", but when I build my application, I end up with "empty" screen with only the Playertarget in it. I only have one scene, and I thought that the initial scene would automatically run. I have tried to include an editor script, seen below, which didn't change anything. Furthermore, I tried to add a play button, with a loader script attached to it, but that didn't help either.

 //Editor script:
 using UnityEditor;
 using UnityEngine;
 using System.Collections;

 [InitializeOnLoad]
 public static class SimpleEditorUtils
 {
 // click command-0 to go to the prelaunch scene and then play

 [MenuItem("Edit/Play-Unplay, But From Prelaunch Scene %0")]
 public static void PlayFromPrelaunchScene()
     {
     if ( EditorApplication.isPlaying == true )
         {
         EditorApplication.isPlaying = false;
         return;
         }
     EditorApplication.SaveCurrentSceneIfUserWantsTo();
     EditorApplication.OpenScene(
                 "Assets/Scenes/SampleScene.unity");
     EditorApplication.isPlaying = true;
     }
 }


 // Loader Script 
 using UnityEngine;
 using System.Collections;

 public class Loader : MonoBehaviour {

 public void Play(){
     Application.LoadLevel(0);
 }

 }

I am almost sure I'm missing something completely basic, but I have tried to search the internet for serval hours, and without luck. I just want the "game" to run when I open the application.

Any help is highly appreciated.