macOS Running A Compatible Prog with Mac but EXE

No. Just because Mac and Windows exist does not mean that one can be used as the other. They are compiled for the OS they are meant to be run on: you can't just change the extension. If you had all the source code you might be able to recompile it. But you don't.

You might be able to get a crossgrade from the developer...

Or you could install Windows on your Mac and boot into it, or run it in an emulator such as Fusion or Parallels. But no, you can't run an .exe on an out-of-the-box Mac. Totally incompatible code.

robbieduncan gave you the best possible suggestion, which would be to approach the developer about getting a crossgrade (exchanging your windows license for a mac os license of the same version). You are lucky in that there is a mac version of this program, so you can at least acquire one, even though you can't just run the copy you already have.

-Lee