You cannot take a program built for an Intel/AMD processor (Windows) and magically turn it into a program for an ARM processor (most phones) just by changing the file extension.
You see dozens of websites promising a one-click "EXE to APK Converter" download. file converter exe to apk
Disclaimer: Running Windows software on Android violates no laws for personal use, but ensure you own the original license for any game or app you run. You cannot take a program built for an