.exe files are normally associated with Microsoft Windows (or MS-DOS). The RPi runs a version of Linux (not Windows), and even if you are using Windows 10 IoT Core it still won't run .exe files.
The only executables you can run are either specific versions for RaspbianOS (or whatever operating system you have installed on the RPi), or ones which will run using an emulator program.
Military and Automotive Electronics Design Engineer (retired)
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