Almost every decent file manager or file archiving tool nowadays supports making of self-extracting archives (.exe) from standard archives, for example ZIP. You can usually find a special function that allows you to transform zip files to exe and vice versa.
Convert WinZIP Compressed ZIP archive to Self-extracting compressed file archive.
We have found 3 software records in our database eligible for .zip to .exe file format conversion.
Microsoft Windows software - convert zip to exe on Windows
One of the oldest and most popular shareware file archiver and data compression utility
Convert from zip file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned zip to exe. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
Another popular file archiver and compressor
Popular open source file archiver with a high compression ratio