The short answer to your question is that you simply can't open .exe files with OS X, but don't stop reading here. The reason you can't open an .exe is because the OS X and Windows operating systems use different and incompatible coding. However, there are a few ways in which you can use Windows software on your Mac, MacBook, Mac Mini or iMac.
Read more: http://www.pcadvisor.co.uk/how-to/software/3376910/how-open-exe-files-on-mac-os-x/#ixzz2qIkbB7VD