I’ve dabbled quite a bit in trying to convert an EXE file to APK because I love experimenting with running old Windows games on Android. From what I’ve seen, there’s no real way to convert them directly, Windows and Android use completely different architectures.
That said, I’ve managed to run a few lightweight EXE games using ExaGear, even though it’s officially discontinued now. There are modded versions still floating around online. It’s decent for simpler games that don’t rely heavily on DirectX. But be ready for some trial and error, especially mapping controls to touch.