.exe is a Windows binary, i.e. designed for a different OS and a completely different system architecture. So no .exe will run on an Android phone.
The only way you could conceivably open one in Android would be if you were running a PC emulator and opened it within that. The rule with emulators is that if you want to get acceptable performance the device doing the emulating must be much more powerful than the device you are emulating. Since PCs are much more powerful than phones (don't let specs like clock speeds and cores fool you, there is no comparison between the low-power cores of a phone and a PC-class processor), emulating a PC on a phone really would not work well.
So no, I don't think this is possible.