You can find utilities or apps that advertise that they can convert MP3 audio files to executable that will play the song once executed, without the need for any media player. While many such apps are legit, you can encounter ones that actually inject the executable with viruses, trojans and other malicious code that will spread to computer once that particular executable is launched.
So yes, mp3 to exe conversion is doable, but be extra careful when you attempt doing it.
Updated: January 19, 2023