If you are developing a software and need it to be crossplatform, there are several tools which some developers in
this forum may be able to help you better with.
If you have an existing application that is in .exe only format, not made by you, you can try to use one of the emulators on
this page, or search engines on it to find equivalent software made for the Mac, or contact the application developer requesting for a Mac version of their software to be made.