I'm having the exact same issue atm. I was hoping the community would come in clutch because this is all new to me.
Edit: Ok, I figured it out. put the ExE back into the folder it came in. It should work just fine.
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That's effectively universal for all programs that exist, if something is zipped and comes with more than one file inside the zip you HAVE to keep them all together the way they are, including subfolders.
In most cases you can move the entire folder around as long as the "internal" file structure around the .exe is preserved, but you can't break things up or sort it differently inside the application's folders.