How to search for a hidden file in Mac OS?
For whatever reason, on my system, Spotlight does not find all .exe files. Using, separately, .exe or exe it only finds some files. Using filename.exe it does find it.

As an alternative, you can use the find command from Terminal to find any file you want, e.g.:

find . -type f -iname '*.exe'


In the find command above . is the PWD, which by default is your home directory.

You can read the manual page for find in Terminal by typing find and then right-click on it and select: Open man Page

If you prefer not to use Terminal, the is a freeware GUI app called EasyFind.

Note: I am not affiliated with the developer of EasyFind