In most cases bmp to exe conversion describes the export and compilation of BMP raster graphics so it can be viewed without the use of any viewer as stand-alone file. Several graphics editors offer this function, but it's actually not common feature.
Mostly due the fact that executables are often not reliable on the Internet and many programs block .exe files when you send them over Internet. Still, such export should be certainly doable, just make sure you are using reliable software for it. Some of the utilities available on Internet are known for sharing malware or even ransomware.
Updated: October 31, 2023