If you want to open .exe files on a mac, there are ways to do it.
My favorite out of the options out there for running Windows executable files on mac, is WineBottler; which adds a user-friendly interface to WINE.
If you want to download it, go to http://winebottler.kronenberg.org/ and click on the “WineBottler 1.8-rc4 Development” button.
After downloading it, you will need to install it. To install, double-click the WineBottler setup file, then drag both the “Wine” and the “WineBottler” icons into the blue “Applications” folder.
Once installed, you can simply open your .exe file with wine by right clicking on it to select Open With > Wine. Ensure you select the “Run directly in…” option.
As long as your EXE file is supported by WINE, it will begin to load.
If your EXE file won’t run using WINE, try using Boot Camp.
Kindly note that if you launch WineBottler after installation, it will list a number of different programs you can easily install. If you choose from the options, WineBottler will automatically download, install, and configure the applications for you.
The installed applications will appear under “On My Mac” in the WineBottler window. You can uninstall them from there too, if you like.
You can read more about Wine and more third-party tools here.