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an interactive application file
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What? An
Interactive Application? Not all EXE's are interactive.
An EXE is a script that is
executed on your computer however this file format is only available to Microsoft Windows operating systems.
Another files that's like "EXE" is a .MSI file. MSI's are basically zip files with a wizard interface and has the ability to read and write registry entries. Once again MSI can only run on Windows and is commonly used in 64x machines.
If you require a project to be an EXE file, I have a number of freeware programs that can do this for you. Just send me a PM.