Some Windows executables (.exe) contains their icons right embedded in the file, instead keeping it as separate .ico files. You can use tools like ResEdit to extract the icons from .exe files and save them as separate file (.icon, .ico etc.).
Convert Program executable file to Icon image file.
We found one software available in the database for this conversion.
Microsoft Windows software - convert exe to icon on Windows
A resource editor for Windows programs
Convert from exe file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.