I think you can use the system command in PHP to call exe files.
I've used system to call apache.exe (with the correct parameters) to restart the server through the web (although this is not recommended for security reasons - it just shows that you can execute exes through apache and php)
I would definately download Apache (apache.org) - get the Win32 MSI file.
And again, use system() to call the exe file.
<?
system("c:\dir\file.exe");
?>
Note:
I think system returns any output from the program that you are executing.
If you don't want any output returned, try exec(). I think exec() just returns true if the program was executed and false if it was not. Take a look at PHP documentaton.
Hope this helps,
-Aaron