Since you cannot convert the files, you must use a compatibility layer or virtualization to run Windows software on macOS. 1. Compatibility Layers (No Windows Install Needed)
Websites claiming to be "top online EXE to DMG converters" often mislead users. In most cases, these sites are: exe to dmg converter online top
Because the underlying code in an EXE is written for Windows, simply changing the "wrapper" to a DMG won't make it compatible with Mac's architecture. Online Tools: What to Watch Out For Since you cannot convert the files, you must