If you search the web, you will find websites claiming to offer an "online EXE to PKG converter" or a "free download converter."
Always check if a native macOS alternative exists first. Converting is a workaround, not a first solution. But when you absolutely need that one Windows tool on your Mac, you now have a roadmap to build your own PKG installer. convert exe to pkg
productbuild --component "/Path/To/Your.app" /Applications "/Path/To/Output.pkg" Super User Path 2: Enterprise Deployment (Repackaging) How to Create a Proper .pkg for Intune macOS Deployment If you search the web, you will find