Conversion of exe files to app file format

You cannot just take a Windows executable (.exe program) and convert it to Mac OS X (.app) file. You will need to either find an macOS / OS X version provided by the developer of the software, or you have to use some virtualization software, like Parallels Desktop to run Windows programs on your Mac. Also worth mentioning is that some apps, such as WineBottler allows users to virtualize Windows apps on Mac.

Open EXE file    Open APP file

Related software

WineBottler icon

WineBottler

A turn Windows-based programs into Mac apps