Is there any method of converting a html file to an exe file?

In principle yes, with something like Electron. That is, if you like your game to take up an extra 80Mb on disk and 1G of RAM (because it now comes with its own private web browser), and possibly have security issues too. Or you could use the equivalent of a WebView control for each operating system, but if you're asking this question then it's probably not for you.