Although opening an executable directly from a browser is hard (you will have to use some very deprecated technologies or bypass security mechanism) and discouraged (it is generally considered unsafe), here is an easy workaround:

Host a HTTP service locally (for example, http://localhost:3000), and send GET requests to http://localhost from your webpage, like "GET http://localhost:3000/notepad.exe". Do not use POST or you may encounter CORS restrictions enforced by browsers.

In your local HTTP service, extract and execute whatever you received, for example, "notepad.exe".

You can forward this reply to an AI to get ready-for-run codes. Please note that I am only providing an approach that correctly answers your question. I'm not responsible for these a lot of known security vulnerabilities by doing so. In fact it's so dangerous and that's why people question "why do you want to" or simply pretend don't know what "open an exe" means...