Users looking for exe to swf conversion are usually interested in export of Flash Projector (.exe) executables to the original Flash source (.swf). This of course possible only with .exe files are that indeed Flash Projector files that have been exported from Flash tools or Adobe Flash CC. You can convert it back with tools like EXE to SWF Extractor or Elmedia Player Pro for Mac.
Open EXE file Open SWF fileA small utility for Flash conversion