How to open an exe file in adobe captivate?

I'm pretty sure Windows (or any OS) security policy isn't going to allow this, especially if your CP piece is internet-based. Can you imagine if anyone could launch an .exe on your computer from their random internet application?!

What you're asking almost surely isn't, and shouldn't be, possible.

Yes, same principle as opening a PDF file, except: the users broswer will pass the display of the PDF to adobe acrobat reader, plug-in, or display within the browser depending on how it's configured. You, as a course author, don't get to control what really happens.

You can tell Captivate to 'Open Url,' structure the url using the file:/// syntax and build a link with the full path to the exe file, and configure the data folder and other parameters...

BUT, for this to work as you expect, the users computer must not block this action, as it now commonly seen as a security risk.

You can test the file url in your browser by copying, pasting and clicking enter.

You should also test on a user's computer, possibly by emailing the link and asking a potential learner to try the link.