Don't waste your time looking for an online converter. Instead, look for the Mac version of the software or use a Virtual Machine to run the original Windows file safely.
Be extremely cautious of sites that ask you to upload an .exe for "conversion." These are often hubs for malware or phishing attempts. How to Actually Run EXE Files on Mac
At best, they might just wrap your .exe in a .zip or .dmg folder, which still won't work on your Mac.