Someone said they would send me bitcoin, they sent me a exe file, called bitcoin.exe, and it is not running They said they saved bitcoin in that exe file. How do I access this bitcoin? They also created other bitcoin exe files with different names. Thank you
This sounds like a scam, or at least, an attempt to compromise your computer with malware. 

Sending someone a Bitcoin transaction does NOT involve sending someone an executable file. It involves using the bitcoin network to send a bitcoin transaction that moves some amount of bitcoin to addresses owned by the transaction's participants. 

You can generate receiving addresses, or send transactions of your own by utilizing bitcoin wallet software. You should download this software only after learning about how to use it, and finding a reputable place to download it from. In pretty much every case, you should not download and run a .exe file sent to you by an unknown person. If you have already done so, you should consider your computer compromised, and never use it as a bitcoin wallet otherwise, you will need to find a clean device for that purpose. 

For more information on getting started with Bitcoin, see: I am new to Bitcoin, how can I get started?