If it's a Windows application, it's not going to install nor run natively on a Mac. You'll need to ask the developer if they make a Mac version of that ...
1. Open EXE File on Mac with Winebottler · 2. Extract EXE Files on Mac Using Boot Camp · 3. Run EXE Files on Mac Using Parallel Desktop · 4. Open EXE Files on Mac ...
An .EXE is a Windows executable file and can't run natively on macOS. However if it's a self-extracting ZIP executable then The Unarchiver on Mac can extract ...