This specific conversion is mostly related to repacking of Extended Zip files (.zipx) to a self-extracting variant of ZIP or other archive format (.exe). Your best option for this is WinZip that works with .zipx files natively, but you may perhaps also find other file archiving tools for this job.
Convert Extended Zip file to Self-extracting compressed file archive.
We have found one software suitable in our database for this conversion.
Microsoft Windows software - convert zipx to exe on Windows
Another popular file archiver and compressor
Convert from zipx 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.