.exe is a windows executable and you can not run it natively on OSX.
.exe is not a image format and a unnecessary complicated way to distribute photos.
Virus and malware links often come in the format of spam mail that says "look here! pictures of you! http://suspicious.adress.com" and lead to a .exe file, that contains viruses and not photos.
But well, if you got them on USB from a trusted source, your choices for accessing the photo's inside this .exe are:
a. Install windows on your Mac
b. Run a bottle through say, CrossOver
c. Run a virtual machne through VMWare or Parallels.
If you did not understand anything from the above steps, you are better off asking your source to redistribute these photos in a platform-independant format, like a zip folder.