How to create a link to run .exe file once downloaded

In short, you cannot create a link that automatically executes a download. To prevent programs that may contain viruses or other malware, any executable file or other file that is not recognized by the browser prompts the user before it runs. It's strictly up to the user to decide to download, and this feature cannot be changed by any HTML (HyperText Markup Language) code, Java, CGI (Common Gateway Interface), or another scripting language.