exe file in your email or SMS from an unknown source, do not run it as it may leave a virus in your machine or may steal your data. Just for your information, such files are also used by the attackers to distribute the trojans and malware to the PCs, often through phishing emails and SMSs. Every program or application you run on your Windows PC is actually run by the. Such files are commonly used to run or install the software applications of Windows computers. exe is a very common file format and it is actually a short form of an ‘executable’ file. apk file or how to convert it, let’s talk about basics. Before we get into the details like what do we need to convert a. Want to use your Windows PC files on your Android devices? Well, you can.