Please remember that .exe files are WINDOWS executables, and as such will not run on a linux system without help.
as has been pointed out, exec() is to run linux commands.
if you happen to be running php on a windows system, then this increases the possibilities of success if you are trying to run an .exe from your php installation.
however, there is a major scupper to your plan: PHP is a server side script. you cannot get a client computer to run a php script you supply, much less control the client computer to force an application to run.