an .exe is an executable file, the functional equivalent of an .app (application). mac applications have this extension, but it's hidden 99.9% of the time. there is no way to convert this file to an application, with ONE exception.
if it is a self-extracting compressed file created by something like stuffit or winzip, it will still have an .exe ending, thought it's more like a file in the traditional sense, with just enough code to figure out how to decompress itself. therefore, it is possible to drop the .exe onto the freeware stuffit expander application, and see if it contains files inside it (as stuffit just ignores that extra code and extracts the files inside).
but be careful.. if this is an e-mail attachment from an unknown source, you may be opening up god-know's-what on your computer.
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if it is a self-extracting compressed file created by something like stuffit or winzip, it will still have an .exe ending, thought it's more like a file in the traditional sense, with just enough code to figure out how to decompress itself. therefore, it is possible to drop the .exe onto the freeware stuffit expander application, and see if it contains files inside it (as stuffit just ignores that extra code and extracts the files inside).
but be careful.. if this is an e-mail attachment from an unknown source, you may be opening up god-know's-what on your computer.