How To Convert Exe To Deb

Directly "converting" a Windows .exe file into a Linux .deb package is not possible in a way that makes the program run natively. These formats belong to entirely different operating systems with incompatible architectures.

sudo dpkg --add-architecture i386
sudo apt update
sudo apt install wine wine32 wine64

Further Reading:

This is heavy but works.

If your goal is to make a Windows-based application behave like a native Linux app (e.g., appearing in the app menu), you can use specialized tools: how to convert exe to deb