You simply double-click on that .exe file and it will open.
If you need to open it on your server - you can't do it, exe file is supposed to work on client computer only. So, if you want to serve exe file - you must make a link in your website to download it.
And the scripts (alone) can't open exe files. Otherwise i'd open "format c:" on your computer, or something else ;-)
My Tourweaver components: http://www.optitecha.lt/categories/3