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I don't think you should be turning anything into a .exe, there should be a .exe file included in your download. What version of the game are you downloading? Windows?

Windows, the first 0.41

Okay, then within the CiC 0.41 Windows folder, there should just be something labelled "game.exe" that you would run. Are you not seeing that? What file were you changing to an exe before?

I see it, but windows just pop out a blue rectangle telling me that the system cannot run it when I click on it

Okay then, the 32 bit system could be the issue then. Can you try downloading and running version 0.42.6, which I've just uploaded? With 0.41, I pre-patched the NW.JS files the game uses to a newer version, which could cause issues with 32 bit systems. The new files have caused some other problems though, so I'm reverting that change. Let me know if the issue persists. I can keep looking for other solutions. 

If all else fails, you could try running the web version through your browser instead. This will most likely not be compatible with the character creator, so your players sprite and face image in text won't reflect the appearance you choose, but otherwise should work for the most part. You may need to use this link to set it up, especially if you get an error on start-up that starts with "DataManager.checkError”.

https://www.reddit.com/r/RPGMaker/comments/dqvdqo/fix_error_failed_to_load_dataactorsjson/

(+1)

It actually worked, a bit slow and 1 crash but playable, thanks