Permission denied - trying to run an .exe file

There are two ways that you arrive at an .exe file:

1. A compiled application from source code on Windows
2. A self-unpacking zip file created, and intended for use on Windows

In either case, macOS has no clue how to run these binaries as they are strictly for Windows platforms. One of the third-party solutions that does not require Windows installation (e.g. Crossover for Mac, Wine, etc.) may allow an .exe binary to run, or by running it within a WIndows guest on a virtual machine.

Your permissions denied is not what you think it is — but rather the operating system telling you that it is an alien executable, and it is not going to run it for you.

Do you have CrossOver Mac, or Wine installed? Do you have VMware, or Parallel's Desktop installed with a Windows guest? This is the only explanation that I can give for a WIndows application running in a macOS Terminal.

You might want to download the free version of Malwarebytes for Mac, and run an anti-malware sweep of your Mac. This is not anti-virus software (not needed).

An .exe extension requires a Windows platform.