An EXE is a Windows app. This is like asking if you can run an iOS app on Android.
That said yes with Wine but that’s a compatibility layer you should be avoiding as much as possible.
Games are of course the big exception here, as Proton uses Wine.
Most apps have an open source alternative on Linux. I haven’t even given it much thought in years. YMMV of course as people’s needs differ.
An EXE is a Windows app. This is like asking if you can run an iOS app on Android.
That said yes with Wine but that’s a compatibility layer you should be avoiding as much as possible. Games are of course the big exception here, as Proton uses Wine.
Most apps have an open source alternative on Linux. I haven’t even given it much thought in years. YMMV of course as people’s needs differ.